On moments based Padé approximations of ruin probabilities (Q2431353)
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scientific article; zbMATH DE number 5877548
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| English | On moments based Padé approximations of ruin probabilities |
scientific article; zbMATH DE number 5877548 |
Statements
On moments based Padé approximations of ruin probabilities (English)
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13 April 2011
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exponential mixtures
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completely monotonic distribution
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Gamma process
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Gaussian quadrature
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method of moments
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Vandermonde system
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0.9059412479400636
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0.8730389475822449
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0.8287465572357178
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0.7963215112686157
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