A Functional Approach for Ruin Probabilities (Q5446505)
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scientific article; zbMATH DE number 5244449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Functional Approach for Ruin Probabilities |
scientific article; zbMATH DE number 5244449 |
Statements
A Functional Approach for Ruin Probabilities (English)
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6 March 2008
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classical risk model
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Fréchet differentiability
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phase-type distribution
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ruin probability
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sensitivity
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