Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims
type: Item
instance of: scholarly article
title: Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims
zbMATH Open document ID: 1407.91136
author: Danijel Grahovac
published in: Methodology and Computing in Applied Probability
publication date: 2018-03-01T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6845831
zbMATH Keywords: Cramér-Lundberg model
zbMATH Keywords: Pareto distribution
zbMATH Keywords: scale function
zbMATH Keywords: ruin-related quantities
zbMATH Keywords: heavy-tailed distributions
describes a project that uses: Mathematica
MaRDI profile type: Publication
full work available at URL: s11009-017-9551-x
OpenAlex ID: W2590295689
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DOI: 10.1007/S11009-017-9551-X
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description: scientific article; zbMATH DE number 6845831