An insensitivity property of the ruin probability (Q4728071)
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scientific article; zbMATH DE number 4003318
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An insensitivity property of the ruin probability |
scientific article; zbMATH DE number 4003318 |
Statements
An insensitivity property of the ruin probability (English)
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1985
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classical ruin probability problem
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stationary point process
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invariance property
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probability of ruin
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risk theory
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0.8367921710014343
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0.8299397826194763
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0.8169489502906799
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