What is the best approximation of ruin probability in infinite time? (Q4677402)
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scientific article; zbMATH DE number 2169999
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | What is the best approximation of ruin probability in infinite time? |
scientific article; zbMATH DE number 2169999 |
Statements
What is the best approximation of ruin probability in infinite time? (English)
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20 May 2005
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risk process
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ruin probability
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loss distribution
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Pollaczek--Khinchin formula
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De~Vylder approximation
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0.8728592991828918
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0.8728592991828918
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0.8670945167541504
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0.8524768948554993
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0.8449316620826721
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