Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042)
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scientific article; zbMATH DE number 6854245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures |
scientific article; zbMATH DE number 6854245 |
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Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (English)
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28 March 2018
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ultimate ruin probability
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Erlang mixture distribution
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continuous empirical distribution
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risk process
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classical risk model
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