Calculation of ruin probabilities for a dense class of heavy tailed distributions (Q4576915)
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scientific article; zbMATH DE number 6901691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculation of ruin probabilities for a dense class of heavy tailed distributions |
scientific article; zbMATH DE number 6901691 |
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Calculation of ruin probabilities for a dense class of heavy tailed distributions (English)
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11 July 2018
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heavy tails
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phase-type distributions
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ruin probability
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