Stochastic models in actuarial risk theory. A mathematical introduction (Q5918115)
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scientific article; zbMATH DE number 7188213
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| default for all languages | No label defined |
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| English | Stochastic models in actuarial risk theory. A mathematical introduction |
scientific article; zbMATH DE number 7188213 |
Statements
Stochastic models in actuarial risk theory. A mathematical introduction (English)
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8 April 2020
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individual model
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coherent risk measure
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(mixed) Poisson process
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ruin probability
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adjustment coefficient
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change of measure
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approximations
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0.9438214302062988
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0.847597599029541
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0.8409005999565125
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0.8169828057289124
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0.8030540943145752
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