On the distribution of classic and some exotic ruin times (Q2010893)
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scientific article; zbMATH DE number 7138026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of classic and some exotic ruin times |
scientific article; zbMATH DE number 7138026 |
Statements
On the distribution of classic and some exotic ruin times (English)
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28 November 2019
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finite-time ruin
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\(t\)-derferred Gerber-Shiu function
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exotic ruin
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Poissonian ruin
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Parisian ruin
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0.8911637
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0.8888017
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0.8846634
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0.8702513
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0.8698708
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0.8697778
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0.86429715
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