On a risk measure inspired from the ruin probability and the expected deficit at ruin (Q4575384)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6903571
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On a risk measure inspired from the ruin probability and the expected deficit at ruin |
scientific article; zbMATH DE number 6903571 |
Statements
On a risk measure inspired from the ruin probability and the expected deficit at ruin (English)
0 references
13 July 2018
0 references
ruin probability
0 references
risk measure
0 references
classical risk model
0 references
maximal aggregate loss
0 references
ladder heights
0 references
stochastic ordering
0 references
0.8074713945388794
0 references
0.7864798903465271
0 references
0.7812640070915222
0 references
0.7714155316352844
0 references
0.7714022397994995
0 references
