Sharp approximations of ruin probabilities in the discrete time models (Q2868613)
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scientific article; zbMATH DE number 6239152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp approximations of ruin probabilities in the discrete time models |
scientific article; zbMATH DE number 6239152 |
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Sharp approximations of ruin probabilities in the discrete time models (English)
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17 December 2013
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discrete-time risk models
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ruin probabilities
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approximations
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integral operator generated by a risk process
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theory of fixed points
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risk management based on internal models
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Solvency II
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0.9544071
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0.93914974
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0.9351661
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0.9256164
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0.9205334
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0.91609204
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0.9140066
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0.91331995
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0.91309947
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