A finite-time ruin probability formula for continuous claim severities
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Publication:4819480
DOI10.1239/jap/1082999087zbMath1048.60079OpenAlexW2003604296MaRDI QIDQ4819480
Vladimir K. Kaishev, Zvetan G. Ignatov
Publication date: 24 September 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1082999087
Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Renewal theory (60K05)
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