Ruin estimation for a general insurance risk model (Q4306634)
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scientific article; zbMATH DE number 640905
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin estimation for a general insurance risk model |
scientific article; zbMATH DE number 640905 |
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Ruin estimation for a general insurance risk model (English)
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26 April 1995
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martingales
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insurance risk model
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borrowing
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liquid reserve
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inflation rate
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piecewise-deterministic Markov processes
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surplus process
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ruin probability
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Laplace transform
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numerical procedures
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Lundberg exponent
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