Simple continuity inequalities for ruin probability in the classical risk model (Q4563785)
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scientific article; zbMATH DE number 6880344
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| English | Simple continuity inequalities for ruin probability in the classical risk model |
scientific article; zbMATH DE number 6880344 |
Statements
SIMPLE CONTINUITY INEQUALITIES FOR RUIN PROBABILITY IN THE CLASSICAL RISK MODEL (English)
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4 June 2018
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risk model
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infinite-time ruin probability
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continuity inequalities
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contractive operators
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Kantorovich's metric
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0.8430420756340027
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0.8178840279579163
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0.8123133778572083
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0.7933850884437561
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