Finite time ruin probabilities with one Laplace inversion.
type: Item
instance of: scholarly article
title: Finite time ruin probabilities with one Laplace inversion.
zbMATH Open document ID: 1074.91026
DOI: 10.1016/S0167-6687(03)00117-3
author: F. Avram
author: Miguel A. Usábel
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2004087
zbMATH Keywords: Finite-time ruin probability
zbMATH Keywords: Phase-type distribution
zbMATH Keywords: Deficit at ruin
zbMATH Keywords: Lundberg's equation
zbMATH Keywords: Laplace transform
MaRDI profile type: Publication
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full work available at URL: s0167-6687(03)00117-3
OpenAlex ID: W2069404500
description: scientific article; zbMATH DE number 2004087