Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model (Q6152040)
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scientific article; zbMATH DE number 7803481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model |
scientific article; zbMATH DE number 7803481 |
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Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model (English)
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12 February 2024
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VaR-type ruin measure
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Laguerre series expansion
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estimation
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ruin probability
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