High order expansions for renewal functions and applications to ruin theory (Q1676444)
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scientific article
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| English | High order expansions for renewal functions and applications to ruin theory |
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Statements
High order expansions for renewal functions and applications to ruin theory (English)
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7 November 2017
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renewal process
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renewal function
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ruin probability
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Cramér-Lundberg approximation
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compound Poisson model
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0.787365734577179
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0.7785950899124146
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0.7731021046638489
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0.7699095606803894
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