Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes (Q5031036)
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scientific article; zbMATH DE number 7476384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes |
scientific article; zbMATH DE number 7476384 |
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Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes (English)
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18 February 2022
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Sparre Andersen risk model
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exponential claim sizes
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density of ruin time
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stability inequalities
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probability metrics
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kernel estimators
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