Approximations for the moments of ruin time in the compound Poisson model (Q998281)
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scientific article; zbMATH DE number 5499592
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| English | Approximations for the moments of ruin time in the compound Poisson model |
scientific article; zbMATH DE number 5499592 |
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Approximations for the moments of ruin time in the compound Poisson model (English)
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28 January 2009
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compound Poisson model
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probability of ruin
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time of ruin
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moments of the time to ruin
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Fréchet differentiability
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0.8712858557701111
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0.8645034432411194
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0.8510202765464783
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0.8490949869155884
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0.8425355553627014
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