Ruin probability in the continuous-time compound binomial model (Q882856)
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scientific article; zbMATH DE number 5156965
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| English | Ruin probability in the continuous-time compound binomial model |
scientific article; zbMATH DE number 5156965 |
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Ruin probability in the continuous-time compound binomial model (English)
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24 May 2007
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continuous-time compound binomial model
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Piecewise deterministic Markov process (PDMP)
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Ruin probability
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Lundberg bounds
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Cramér-Lundberg approximations
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0.8544703722000122
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0.843299388885498
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0.8414897322654724
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0.8408766388893127
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