A remark on the moments of ruin time in classical risk theory (Q809532)
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scientific article; zbMATH DE number 4213296
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A remark on the moments of ruin time in classical risk theory |
scientific article; zbMATH DE number 4213296 |
Statements
A remark on the moments of ruin time in classical risk theory (English)
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1990
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p th moment of the ruin time
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classical risk process
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\((p+1)th\) moment of the claim size
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law of large numbers
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fractional derivatives in Laplace transforms
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compound Poisson process
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0.8486312031745911
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0.8423256874084473
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0.8413609862327576
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0.8404245376586914
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0.8357912302017212
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