Supermodular Order and Lundberg Exponents (Q4780927)
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scientific article; zbMATH DE number 1833672
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Supermodular Order and Lundberg Exponents |
scientific article; zbMATH DE number 1833672 |
Statements
Supermodular Order and Lundberg Exponents (English)
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21 November 2002
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risk process
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supermodular order
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comonotonic random variables
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mutually exclusive random variables
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ruin probability
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Lundberg exponent
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0.8337435722351074
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0.833217978477478
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0.82005774974823
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0.8193885684013367
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0.816888153553009
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