Approximation of ruin probabilities via Erlangized scale mixtures (Q1697232)
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scientific article; zbMATH DE number 6839374
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| English | Approximation of ruin probabilities via Erlangized scale mixtures |
scientific article; zbMATH DE number 6839374 |
Statements
Approximation of ruin probabilities via Erlangized scale mixtures (English)
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15 February 2018
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phase-type
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Erlang
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scale mixtures
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infinite mixtures
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heavy-tailed
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ruin probability
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0.9085234999656676
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0.8621050119400024
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0.8525968194007874
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0.8314082622528076
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0.8311304450035095
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