Further use of Shiu's approach to the evaluation of ultimate ruin probabilities (Q1122285)
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scientific article; zbMATH DE number 4106096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further use of Shiu's approach to the evaluation of ultimate ruin probabilities |
scientific article; zbMATH DE number 4106096 |
Statements
Further use of Shiu's approach to the evaluation of ultimate ruin probabilities (English)
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1988
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gamma distribution
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confluent hypergeometric function
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storage theory
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probability of ultimate ruin
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series expansions
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ruin probabilities
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continuous uniform claim sizes
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tail probabilities
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0.8991507
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0.8604478
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0.85725844
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0.85690796
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