A ruin model with a resampled environment (Q5117676)
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scientific article; zbMATH DE number 7239960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A ruin model with a resampled environment |
scientific article; zbMATH DE number 7239960 |
Statements
A ruin model with a resampled environment (English)
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26 August 2020
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Lévy risk processes
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parameter uncertainty
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ruin probabilities
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Cramér-Lundberg asymptotics
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Lundberg's inequality
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