On a class of approximations for ruin and waiting time probabilities (Q1267184)
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scientific article; zbMATH DE number 1207131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a class of approximations for ruin and waiting time probabilities |
scientific article; zbMATH DE number 1207131 |
Statements
On a class of approximations for ruin and waiting time probabilities (English)
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6 October 1998
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ruin probability
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queue
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Cramer-Lundberg asymptotics
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gamma distribution
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compound geometric distribution
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IFR
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NBUC
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NWUC
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Tijms-type approximations
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ruin and waiting time probabilities
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tail corrections
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0.9409509
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0.92896926
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0.9232333
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0.91692615
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