The stability of the probability of ruin (Q5106731)

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scientific article; zbMATH DE number 7191833
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English
The stability of the probability of ruin
scientific article; zbMATH DE number 7191833

    Statements

    title
    The stability of the probability of ruin (English)
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    author
    Riccardo Gatto
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    publication date
    22 April 2020
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    zbMATH Keywords
    compound Poisson risk process
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    Dirac
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    geometric
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    uniform and Weibull distributions
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    Gâteaux differential
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    saddlepoint approximation
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    tail integrated distribution
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    65C05
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    60K10
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    zbMATH DE Number
    7191833
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    OpenAlex ID
    W2996060185
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    Wikidata QID
    Q126558275
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