Regularization and error estimate of infinite‐time ruin probabilities for Cramer‐Lundberg model

DOI10.1002/MMA.4867zbMath1415.91152OpenAlexW2800192354WikidataQ129866055 ScholiaQ129866055MaRDI QIDQ4581038

Xuan Tran Dong, Nguyen Huy Tuan, Mukhtar Bin Muhammad Kirane

Publication date: 23 August 2018

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.4867

zbMATH Keywords

ill-posed problemLaplace transform inversionultimate ruin probabilities

Mathematics Subject Classification ID

Laplace transform (44A10)

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