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Ruin probabilities as functions of the roots of a polynomial - MaRDI portal

Ruin probabilities as functions of the roots of a polynomial (Q6166247)

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scientific article; zbMATH DE number 7721503
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English
Ruin probabilities as functions of the roots of a polynomial
scientific article; zbMATH DE number 7721503

    Statements

    title
    Ruin probabilities as functions of the roots of a polynomial (English)
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    author
    David J. Santana
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    L. A. Rincon
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    publication date
    2 August 2023
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    zbMATH Keywords
    ruin probability
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    Cramér-Lundberg risk model
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    Erlang mixture distribution
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    recurrence sequences
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    cites work
    Q3560912
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    Q5629102
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    Q2915817
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    Q5345357
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    Q5182969
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    Q4855565
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    Q5623041
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    Identifiers

    DOI
    10.15559/23-vmsta226
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    Mathematics Subject Classification ID
    91B05
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    91G05
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    11B37
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    zbMATH DE Number
    7721503
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    OpenAlex ID
    W4327518818
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