On the Density and Moments of the Time of Ruin with Exponential Claims (Q4661670)
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scientific article; zbMATH DE number 2149131
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| default for all languages | No label defined |
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| English | On the Density and Moments of the Time of Ruin with Exponential Claims |
scientific article; zbMATH DE number 2149131 |
Statements
On the Density and Moments of the Time of Ruin with Exponential Claims (English)
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30 March 2005
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Laplace transform
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Bessel function
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Gauss hypergeometric series
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Gerber-Shiu equation
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compound geometric tail
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ruin probabiltiy
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0.8821284174919128
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0.8512356877326965
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0.8434918522834778
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0.8430463075637817
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