Survival probability and ruin probability of a risk model (Q1032779)
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scientific article; zbMATH DE number 5631339
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| English | Survival probability and ruin probability of a risk model |
scientific article; zbMATH DE number 5631339 |
Statements
Survival probability and ruin probability of a risk model (English)
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11 November 2009
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risk model
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thinning process
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survival probability
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martingale
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ruin probability
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integral representation
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0.8520918488502502
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0.8507240414619446
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0.8469981551170349
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0.8405176401138306
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