On approximations to the ruin probability for the classical risk process

DOI10.1007/S10958-022-06108-ZOpenAlexW4303983193MaRDI QIDQ2683608

V. Yu. Korolev, S. V. Gavrilenko

Publication date: 14 February 2023

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-022-06108-z

Mathematics Subject Classification ID

Stochastic processes (60Gxx) Probability theory and stochastic processes (60-XX) Limit theorems in probability theory (60Fxx)

Cites Work

• An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
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