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A numerical illustration of differences between ruin probabilities originated in the ordinary and in the stationary cases - MaRDI portal

A numerical illustration of differences between ruin probabilities originated in the ordinary and in the stationary cases (Q4745188)

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scientific article; zbMATH DE number 3800842
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A numerical illustration of differences between ruin probabilities originated in the ordinary and in the stationary cases
scientific article; zbMATH DE number 3800842

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    A numerical illustration of differences between ruin probabilities originated in the ordinary and in the stationary cases (English)
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    1983
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    numerical illustration
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    ruin probabilities
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    risk theory
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    ordinary Sparre Andersen model
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    stationary model
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