Ruin probabilities in models of resource management and insurance: a synthesis (Q4584743)

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scientific article; zbMATH DE number 6931475
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    Ruin probabilities in models of resource management and insurance: a synthesis
    scientific article; zbMATH DE number 6931475

      Statements

      Ruin probabilities in models of resource management and insurance: A synthesis (English)
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      4 September 2018
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      ruin probabilities
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      renewable resource
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      sustainable consumption
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      invariant distributions
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      convergence rates
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      light tails
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      heavy tails
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      insurance
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      Lindley-Spitzer process
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      Sparre Andersen model
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      Lundberg bound
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