A note on the convexity of ruin probabilities (Q2397848)
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scientific article; zbMATH DE number 6722892
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| default for all languages | No label defined |
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| English | A note on the convexity of ruin probabilities |
scientific article; zbMATH DE number 6722892 |
Statements
A note on the convexity of ruin probabilities (English)
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24 May 2017
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defective renewal equation
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compound geometric
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ruin probability
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Laplace transform of time of ruin
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DFR
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IMRL
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log-convex
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resolvent
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0.8314341902732849
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0.785022497177124
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0.7720461487770081
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0.7684837579727173
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0.7665814161300659
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