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A solution to the ruin problem for Pareto distributions. - MaRDI portal

A solution to the ruin problem for Pareto distributions. (Q1413341)

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scientific article; zbMATH DE number 2004037
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English
A solution to the ruin problem for Pareto distributions.
scientific article; zbMATH DE number 2004037

    Statements

    A solution to the ruin problem for Pareto distributions. (English)
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    16 November 2003
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    Laplace transform
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    Exponential integral
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    Poisson process
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    Volterra integral equation
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    Contour integration
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