Analysis of risk models using a level crossing technique (Q654805)
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scientific article; zbMATH DE number 5991241
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| English | Analysis of risk models using a level crossing technique |
scientific article; zbMATH DE number 5991241 |
Statements
Analysis of risk models using a level crossing technique (English)
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21 December 2011
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dividend barrier or threshold
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time until ruin
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deficit at ruin
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heavy-tailed claim sizes
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hyperexponential claim sizes
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level crossing method
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0.7859229445457458
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0.7812690138816833
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0.7775875329971313
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0.7760534286499023
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0.7743075489997864
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