The ruin problem for a double risk model with constant rates of interest (Q3074062)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5851314
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The ruin problem for a double risk model with constant rates of interest |
scientific article; zbMATH DE number 5851314 |
Statements
14 February 2011
0 references
double risk model
0 references
Poisson process
0 references
Erlang(2) process
0 references
Wiener process
0 references
constant rate
0 references
integro-differential equations
0 references
ruin probability function
0 references
0.8936442136764526
0 references
0.872198760509491
0 references
0.8576732277870178
0 references
0.8573355078697205
0 references
0.8572747707366943
0 references
