Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Taylor-series expansion for multivariate characteristics of classical risk processes |
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Taylor-series expansion for multivariate characteristics of classical risk processes (English)
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2 February 1997
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ruin time
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surplus prior to ruin
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severity of ruin
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finite time
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infinite time
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continuous-time risk model
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compound Poisson input
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Taylor series
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infinite-horizon joint probabilities
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derivatives
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marked Poisson processes
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