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Risk Theory - MaRDI portal

Risk Theory (Q5349337)

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scientific article; zbMATH DE number 6764193
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English
Risk Theory
scientific article; zbMATH DE number 6764193

    Statements

    title
    Risk Theory (English)
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    publication date
    24 August 2017
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    zbMATH Keywords
    risk theory
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    renewal models
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    ruin probability
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    Sparre-Andersen risk model
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    subexponentiality
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    heavy tail distributions
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    Cramér condition
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    coumpound Poisson distribution
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    Identifiers

    DOI
    10.1142/10523
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    Mathematics Subject Classification ID
    91-02
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    91B30
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    91G40
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    62G32
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    60K05
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    60H10
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    zbMATH DE Number
    6764193
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    OpenAlex ID
    W4234482062
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