A Functional Approach for Ruin Probabilities
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Publication:5446505
DOI10.1080/15326340600820539zbMath1133.91034OpenAlexW2012925534MaRDI QIDQ5446505
Publication date: 6 March 2008
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340600820539
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Banach contraction principle and ruin probabilities in regime-switching models ⋮ Approximations for the moments of ruin time in the compound Poisson model
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