On some measures of the severity of ruin in the classical Poisson model (Q1333587)
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scientific article; zbMATH DE number 639403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some measures of the severity of ruin in the classical Poisson model |
scientific article; zbMATH DE number 639403 |
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On some measures of the severity of ruin in the classical Poisson model (English)
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15 September 1994
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collective risk theory
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martingales
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Poisson model
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ruin of an insurance company
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duration of ruin
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maximal severity of ruin
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cost of recovery
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