Ruin probabilities for competing claim processes (Q4667992)
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scientific article; zbMATH DE number 2158158
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| English | Ruin probabilities for competing claim processes |
scientific article; zbMATH DE number 2158158 |
Statements
Ruin probabilities for competing claim processes (English)
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18 April 2005
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risk theory
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ruin probability
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Pollaczek-Khinchin formula
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subordinator
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spectrally negative Lévy process
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0.8524553179740906
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0.8495884537696838
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0.7991620302200317
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0.7976830005645752
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0.7935147285461426
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