On the probability of ruin for infinitely divisible claim amount distributions (Q1205684)
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scientific article; zbMATH DE number 148006
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the probability of ruin for infinitely divisible claim amount distributions |
scientific article; zbMATH DE number 148006 |
Statements
On the probability of ruin for infinitely divisible claim amount distributions (English)
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1 April 1993
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stop-loss
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gamma distribution
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gamma process
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claim amount distribution
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two parameter family of infinitely divisible distributions
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inverse Gaussian distribution
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probability of ruin
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0.8290212154388428
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0.8278189897537231
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0.8263458609580994
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0.816199004650116
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0.8100971579551697
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