On a risk measure inspired from the ruin probability and the expected deficit at ruin (Q4575384)
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scientific article; zbMATH DE number 6903571
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| 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)
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13 July 2018
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ruin probability
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risk measure
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classical risk model
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maximal aggregate loss
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ladder heights
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stochastic ordering
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0.8074713945388794
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0.7864798903465271
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0.7812640070915222
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0.7714155316352844
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0.7714022397994995
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