A solution to the ruin problem for Pareto distributions.
type: Item
instance of: scholarly article
title: A solution to the ruin problem for Pareto distributions.
zbMATH Open document ID: 1055.91056
DOI: 10.1016/S0167-6687(03)00147-1
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2004037
zbMATH Keywords: Laplace transform
zbMATH Keywords: Exponential integral
zbMATH Keywords: Poisson process
zbMATH Keywords: Volterra integral equation
zbMATH Keywords: Contour integration
author: Colin M. Ramsay
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2004037