Regularization and error estimate of infinite-time ruin probabilities for Cramer-Lundberg model (Q4581038)
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 6923694
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Regularization and error estimate of infinite-time ruin probabilities for Cramer-Lundberg model |
scientific article; zbMATH DE number 6923694 |
Statements
Regularization and error estimate of infinite‐time ruin probabilities for Cramer‐Lundberg model (English)
0 references
23 August 2018
0 references
ill-posed problem
0 references
Laplace transform inversion
0 references
ultimate ruin probabilities
0 references
0.8009604811668396
0 references
0.7963618636131287
0 references
