Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims (Q4563744)
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scientific article; zbMATH DE number 6880306
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| English | Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims |
scientific article; zbMATH DE number 6880306 |
Statements
RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS (English)
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4 June 2018
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continuous time risk process
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ruin probability
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renewal process
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non-homogeneous claim sizes
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Erlang distribution
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mixture of exponentials distribution
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0.8925930261611938
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0.8716303110122681
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0.8716303110122681
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0.8658231496810913
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0.8577649593353271
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