A finite-time ruin probability formula for continuous claim severities (Q4819480)
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scientific article; zbMATH DE number 2103387
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| English | A finite-time ruin probability formula for continuous claim severities |
scientific article; zbMATH DE number 2103387 |
Statements
A finite-time ruin probability formula for continuous claim severities (English)
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24 September 2004
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compound Poisson process
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reserve process
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finite-time probability of ruin
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0.8526425957679749
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0.8409844040870667
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0.8409844040870667
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0.8394880890846252
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0.8394880890846252
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