Fourier/Laplace Transforms and Ruin Probabilities (Q4661653)
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scientific article; zbMATH DE number 2149117
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fourier/Laplace Transforms and Ruin Probabilities |
scientific article; zbMATH DE number 2149117 |
Statements
Fourier/Laplace Transforms and Ruin Probabilities (English)
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30 March 2005
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risk theory
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ruin theory
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Fourier transform
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Laplace transform
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probability of ultimate ruin
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severity of ruin
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Erlang(2) risk process
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0.8390114903450012
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0.8315387964248657
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0.8269513845443726
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0.8087703585624695
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0.8033308982849121
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