Corrected normal approximation for the probability of ruin within finite time (Q4322971)
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scientific article; zbMATH DE number 722063
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| English | Corrected normal approximation for the probability of ruin within finite time |
scientific article; zbMATH DE number 722063 |
Statements
Corrected normal approximation for the probability of ruin within finite time (English)
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16 September 1996
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finite time ruin probability
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asymptotic expansions
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new second-order approximation
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Anderson's risk model
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normal-type approximation
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ladder height distributions
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stopped random sequences
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0.8487581610679626
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0.8304281830787659
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0.8274058699607849
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0.8274058699607849
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0.8039969205856323
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