The probability of ruin for the inverse Gaussian and related processes (Q2366048)
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scientific article; zbMATH DE number 223202
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| default for all languages | No label defined |
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| English | The probability of ruin for the inverse Gaussian and related processes |
scientific article; zbMATH DE number 223202 |
Statements
The probability of ruin for the inverse Gaussian and related processes (English)
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29 June 1993
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adjustment coefficient
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extensive numerical results
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aggregate claims processes
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gamma process
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inverse Gaussian process
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compound Poisson process
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one-parameter family of stochastic processes
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probability of ruin
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0.8278189897537231
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0.805081307888031
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0.804759681224823
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0.8009709119796753
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0.7988947629928589
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