Explicit analytic ruin probabilities for bounded claims (Q1902628)
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scientific article; zbMATH DE number 819415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit analytic ruin probabilities for bounded claims |
scientific article; zbMATH DE number 819415 |
Statements
Explicit analytic ruin probabilities for bounded claims (English)
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18 July 1996
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classical risk model
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convolution
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renewal equation
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function of bounded variation
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polynomials
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exponential functions
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explicit analytic ruin probabilities
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claim size distributions
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trigonometric functions
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unbounded claims
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