Duality in ruin problems for ordered risk models
type: Item
instance of: scholarly article
title: Duality in ruin problems for ordered risk models
zbMATH Open document ID: 1398.91329
author: Pierre-Olivier Goffard
author: Claude Lefèvre
published in: Insurance Mathematics \& Economics
publication date: 2018-02-15T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 12E10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6839367
zbMATH Keywords: primal and dual risk models
zbMATH Keywords: order statistic property
zbMATH Keywords: ruin problems
zbMATH Keywords: Appell and Abel-Gontcharov polynomials
zbMATH Keywords: level spacings
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2017.11.005
OpenAlex ID: W2557249787
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DOI: 10.1016/J.INSMATHECO.2017.11.005
description: scientific article; zbMATH DE number 6839367