Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process |
scientific article |
Statements
Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (English)
0 references
18 August 2014
0 references
Sparre Andersen risk model
0 references
chi-process
0 references
Gaussian process
0 references
perturbed risk process
0 references
finite-time ruin probability
0 references
subexponential distribution
0 references
0 references
0 references
0 references
0 references
0 references
