De Vylder type approximation of the ruin probability for the insurer-reinsurer model (Q5135656)
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scientific article; zbMATH DE number 7276615
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| English | De Vylder type approximation of the ruin probability for the insurer-reinsurer model |
scientific article; zbMATH DE number 7276615 |
Statements
De Vylder type approximation of the ruin probability for the insurer-reinsurer model (English)
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23 November 2020
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ruin probability
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two-dimensional risk process
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De Vylder approximation.
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0.8572794198989868
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0.8361548185348511
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0.8213088512420654
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0.8154378533363342
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