Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes (Q2890084)
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scientific article; zbMATH DE number 6044174
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes |
scientific article; zbMATH DE number 6044174 |
Statements
Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes (English)
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8 June 2012
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coupling method
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Cramér-Lundberg approximation
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rate of convergence
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reinsurance risk process
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reinsurance ruin probability
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