An estimate of ruin probabilities for long range dependence models (Q3411268)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An estimate of ruin probabilities for long range dependence models |
scientific article; zbMATH DE number 5079345
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An estimate of ruin probabilities for long range dependence models |
scientific article; zbMATH DE number 5079345 |
Statements
8 December 2006
0 references
insurance company
0 references
ruin probability
0 references
estimate
0 references
semimartingale
0 references
0.8457614183425903
0 references
0.8457614183425903
0 references
0.8255736231803894
0 references
0.8006120324134827
0 references
