Some comparison results for finite-time ruin probabilities in the classical risk model
type: Item
instance of: scholarly article
title: Some comparison results for finite-time ruin probabilities in the classical risk model
zbMATH Open document ID: 1397.91289
author: Julien Trufin
author: Pierre Zuyderhoff
author: Claude Lefèvre
published in: Insurance Mathematics \& Economics
publication date: 2017-11-23T00:00:00Z
full work available at URL: LefevreTrufinZuyderhoff2017 Diffusion.pdf
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 6811604
zbMATH Keywords: ordering of risks
zbMATH Keywords: ruin probabilities
zbMATH Keywords: classical risk model
zbMATH Keywords: convex type orders
zbMATH Keywords: asymptotic orders
MaRDI profile type: Publication
OpenAlex ID: W2760121850
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DOI: 10.1016/J.INSMATHECO.2017.09.004
description: scientific article; zbMATH DE number 6811604