Ruin probabilities for risk models with ordered claim arrivals (Q2513660)
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scientific article; zbMATH DE number 6391887
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| English | Ruin probabilities for risk models with ordered claim arrivals |
scientific article; zbMATH DE number 6391887 |
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Ruin probabilities for risk models with ordered claim arrivals (English)
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28 January 2015
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order statistics
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(mixed) Poisson process
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linear birth process with immigration
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linear death process
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ruin probability
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finite or infinite horizon
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Appell polynomials
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0.8458331227302551
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0.8370063304901123
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0.8302567005157471
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0.8301600217819214
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0.8220279812812805
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