Approximations for the probability of ruin within finite time
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Publication:3685056
DOI10.1080/03461238.1984.10413752zbMath0568.62092MaRDI QIDQ3685056
Publication date: 1984
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1984.10413752
diffusion approximation; approximations; numerical comparisons; normal approximation; finite time; Poisson; risk theory; probability of ruin; exponential case
62P05: Applications of statistics to actuarial sciences and financial mathematics
60F05: Central limit and other weak theorems
62L10: Sequential statistical analysis
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