Modeling of claim severity through the mixture of exponential distribution and computation of its probability of ultimate ruin (Q4576401)
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scientific article; zbMATH DE number 6902706
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| English | Modeling of claim severity through the mixture of exponential distribution and computation of its probability of ultimate ruin |
scientific article; zbMATH DE number 6902706 |
Statements
12 July 2018
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classical risk model
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maximal aggregate loss
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product integration
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exponential distribution
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0.8755000233650208
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0.8691094517707825
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0.8252577781677246
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0.8242630958557129
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0.8066374063491821
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