On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604)
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scientific article; zbMATH DE number 6239144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On finite-time ruin probabilities with reinsurance cycles influenced by large claims |
scientific article; zbMATH DE number 6239144 |
Statements
On finite-time ruin probabilities with reinsurance cycles influenced by large claims (English)
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17 December 2013
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Sparre Anderson model
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finite-time ruin probability
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reinsurance cycle
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Erlangization
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phase-type distributions
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