Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails (Q2323676)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails |
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Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails (English)
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3 September 2019
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spectrally negative Lévy process
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Pollaczek-Khinchine formula
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ruin probability
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De Vylder approximation
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Renyi and Cramér-Lundberg approximations
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heavy-tailed density
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shifted Padé approximation
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