Fourier/Laplace Transforms and Ruin Probabilities
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Publication:4661653
DOI10.2143/AST.32.1.1017zbMath1098.91542MaRDI QIDQ4661653
Jorge Garcia, Fátima D. P. Lima, Alfredo D. Egídio dos Reis
Publication date: 30 March 2005
Published in: ASTIN Bulletin (Search for Journal in Brave)
Fourier transform; Laplace transform; ruin theory; severity of ruin; risk theory; probability of ultimate ruin; Erlang(2) risk process
60E10: Characteristic functions; other transforms
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Explicit Solutions for Survival Probabilities in the Classical Risk Model, Nonparametric estimation of ruin probabilities given a random sample of claims, Moment and polynomial bounds for ruin-related quantities in risk theory
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