On finite-time ruin probabilities for classical risk models (Q3608235)
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scientific article; zbMATH DE number 5520718
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| English | On finite-time ruin probabilities for classical risk models |
scientific article; zbMATH DE number 5520718 |
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On finite-time ruin probabilities for classical risk models (English)
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28 February 2009
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ruin probability
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finite and infinite horizon
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compound binomial model
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compound Poisson model
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ballot theorem
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pseudo-distributions
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Solvency II
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value-at-risk
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0.9672046
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0.9643059
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0.9557767
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0.95357716
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0.9475857
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0.9469421
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0.94487166
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0.9398705
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0.9354988
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