Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes (Q2890084)

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Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes
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    Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes (English)
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    8 June 2012
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    coupling method
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    Cramér-Lundberg approximation
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    rate of convergence
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    reinsurance risk process
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    reinsurance ruin probability
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