Recursive calculation of the probability and severity of ruin (Q1824337)
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scientific article; zbMATH DE number 4117721
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| default for all languages | No label defined |
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| English | Recursive calculation of the probability and severity of ruin |
scientific article; zbMATH DE number 4117721 |
Statements
Recursive calculation of the probability and severity of ruin (English)
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1989
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probability of ruin
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severity of ruin
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exponential distributions
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survival probability
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collective risk theory
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claim amount distribution
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gamma distributions
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recursive method
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0.8393732309341431
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0.8290815949440002
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0.828947901725769
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0.8264653086662292
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