On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898)
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scientific article; zbMATH DE number 6567264
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| English | On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model |
scientific article; zbMATH DE number 6567264 |
Statements
On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (English)
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12 April 2016
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classical risk model
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finite-time ruin probability
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surplus before ruin
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deficit after ruin
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expected penalty function
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0.8347302675247192
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0.8272849917411804
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0.8270237445831299
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0.8270237445831299
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0.8225874304771423
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