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Calculation of the temporal characteristics of ruin of an insurance company for a model with input risk flow intensity, which depends on the number of insured risks - MaRDI portal

Calculation of the temporal characteristics of ruin of an insurance company for a model with input risk flow intensity, which depends on the number of insured risks (Q1880161)

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scientific article; zbMATH DE number 2101388
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English
Calculation of the temporal characteristics of ruin of an insurance company for a model with input risk flow intensity, which depends on the number of insured risks
scientific article; zbMATH DE number 2101388

    Statements

    Calculation of the temporal characteristics of ruin of an insurance company for a model with input risk flow intensity, which depends on the number of insured risks (English)
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    21 September 2004
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    probabilities of ruin
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    average time
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    variance
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