scientific article
From MaRDI portal
Publication:3228000
zbMath0067.12105MaRDI QIDQ3228000
Publication date: 1955
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (9)
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes ⋮ Finite and infinite time ruin probabilities in a stochastic economic environment. ⋮ Tools to Estimate the First Passage Time to a Convex Barrier ⋮ Large deviations results for subexponential tails, with applications to insurance risk ⋮ Gaussian risk models with financial constraints ⋮ The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims ⋮ First passage times of general sequences of random vectors: A large deviations approach ⋮ The moments of ruin time in the classical risk model with discrete claim size distribution ⋮ Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims
This page was built for publication: