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Approximation of ruin probabilities via Erlangized scale mixtures - MaRDI portal

Approximation of ruin probabilities via Erlangized scale mixtures (Q1697232)

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Approximation of ruin probabilities via Erlangized scale mixtures
scientific article

    Statements

    title
    Approximation of ruin probabilities via Erlangized scale mixtures (English)
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    author
    Oscar Peralta
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    Wangyue Xie
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    Hui Yao
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    publication date
    15 February 2018
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    zbMATH Keywords
    phase-type
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    Erlang
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    scale mixtures
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    infinite mixtures
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    heavy-tailed
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    ruin probability
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G60
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    65R30
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    60J75
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    zbMATH DE Number
    6839374
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    OpenAlex ID
    W2618723292
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    arXiv ID
    1705.09405
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