A series for infinite time ruin probabilities (Q1059971)
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scientific article; zbMATH DE number 3905706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A series for infinite time ruin probabilities |
scientific article; zbMATH DE number 3905706 |
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A series for infinite time ruin probabilities (English)
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1985
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An error approximation for the first N terms of a well known infinite series for the infinite time ruin probabilities is used to study claim densities related to the inverse Gaussian distribution.
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maximum likelihood estimators
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Poisson model for numbers of claims
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error approximation
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infinite series
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infinite time ruin probabilities
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claim densities
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inverse Gaussian distribution
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