Ruin probabilities (Q3560912)
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scientific article; zbMATH DE number 5708559
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ruin probabilities |
scientific article; zbMATH DE number 5708559 |
Statements
17 May 2010
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risk process
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compound Poisson model
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claim size distribution
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subexponential distributions
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level-dependent risk process
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stochastic control
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simulation
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renewal model
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phase-type distributions
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ruin probabilities
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large deviations
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Markovian environment
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queuing models
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diffusion approximations
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0.8870388865470886
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