On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759)
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scientific article; zbMATH DE number 7161260
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| English | On corrected phase-type approximations of the time value of ruin with heavy tails |
scientific article; zbMATH DE number 7161260 |
Statements
On corrected phase-type approximations of the time value of ruin with heavy tails (English)
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31 January 2020
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corrected phase-type approximations
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time value of ruin
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Gerber-shiu expected discounted penalty functions
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heavy-tailed claim size distributions
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tail asymptotics
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dependent risk models
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0.90844405
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0.90476495
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0.9031423
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0.8980881
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0.89300334
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0.8929676
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0.89208424
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