Bayesian estimation of finite time ruin probabilities (Q5391286)
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scientific article; zbMATH DE number 5875034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of finite time ruin probabilities |
scientific article; zbMATH DE number 5875034 |
Statements
Bayesian estimation of finite time ruin probabilities (English)
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6 April 2011
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Bayesian inference
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Coxian distribution
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finite time ruin probability
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Laplace transforms
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Sparre Andersen model
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