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Some notes on approximations for the deficit at ruin in the compound Poisson risk model - MaRDI portal

Some notes on approximations for the deficit at ruin in the compound Poisson risk model (Q2895132)

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scientific article; zbMATH DE number 6051960
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English
Some notes on approximations for the deficit at ruin in the compound Poisson risk model
scientific article; zbMATH DE number 6051960

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    2 July 2012
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    compound Poisson model
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    probability of ruin
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    renewal equation
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    deficit at ruin
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    Fréchet differentiability
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    Some notes on approximations for the deficit at ruin in the compound Poisson risk model (English)
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