Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229)
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scientific article; zbMATH DE number 6331079
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| English | Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process |
scientific article; zbMATH DE number 6331079 |
Statements
Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (English)
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18 August 2014
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Sparre Andersen risk model
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chi-process
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Gaussian process
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perturbed risk process
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finite-time ruin probability
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subexponential distribution
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0.9083542
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0.9046434
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0.90114427
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0.89877975
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0.8937464
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0.8930495
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0.8921457
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0.89210826
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0.8911927
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