Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality (Q4302595)
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scientific article; zbMATH DE number 622009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality |
scientific article; zbMATH DE number 622009 |
Statements
Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality (English)
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21 November 1994
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ruin probability
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risk theory
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periodicity
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risk process
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Cramér- Lundberg approximation
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Markov-modulated model
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