Explicit finite-time and infinite-time ruin probabilities in the continuous case (Q1302121)
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scientific article; zbMATH DE number 1335216
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| English | Explicit finite-time and infinite-time ruin probabilities in the continuous case |
scientific article; zbMATH DE number 1335216 |
Statements
Explicit finite-time and infinite-time ruin probabilities in the continuous case (English)
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27 June 2001
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classical risk model
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ruin probabilities
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risk reserve
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compound density
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0.8426533937454224
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0.8409844040870667
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0.8396982550621033
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0.8252565264701843
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0.8208592534065247
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