A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973)
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scientific article; zbMATH DE number 6522831
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| English | A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model |
scientific article; zbMATH DE number 6522831 |
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A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (English)
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21 December 2015
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compound Poisson model
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ultimate ruin probability
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natural exponential families with quadratic variance functions
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orthogonal polynomials
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gamma series expansion
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Laplace transform inversion
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0.9093757
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0.9093757
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0.9020997
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0.89932406
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0.89919347
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0.8960824
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