Ruin probabilities in models of resource management and insurance: A synthesis (Q4584743)
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scientific article; zbMATH DE number 6931475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities in models of resource management and insurance: A synthesis |
scientific article; zbMATH DE number 6931475 |
Statements
Ruin probabilities in models of resource management and insurance: A synthesis (English)
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4 September 2018
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ruin probabilities
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renewable resource
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sustainable consumption
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invariant distributions
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convergence rates
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light tails
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heavy tails
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insurance
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Lindley-Spitzer process
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Sparre Andersen model
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Lundberg bound
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