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Classical numerical ruin probabilities - MaRDI portal

Classical numerical ruin probabilities (Q4715562)

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scientific article; zbMATH DE number 946637
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English
Classical numerical ruin probabilities
scientific article; zbMATH DE number 946637

    Statements

    title
    Classical numerical ruin probabilities (English)
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    author
    Étienne Marceau
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    F. Etienne De Vylder
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    publication date
    5 February 1998
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    zbMATH Keywords
    classical risk model
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    renewal equation
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    adjustment coefficient
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    asymptotic formula
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    cites work
    Q5512461
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    60K05
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    91B30
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    zbMATH DE Number
    946637
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    OpenAlex ID
    W2100917930
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