Distributional study of finite-time ruin related problems for the classical risk model
type: Item
instance of: scholarly article
title: Distributional study of finite-time ruin related problems for the classical risk model
zbMATH Open document ID: 1427.91079
author: Shuanming Li
author: Yi Lu
published in: Applied Mathematics and Computation
publication date: 2019-04-29T00:00:00Z
Mathematics Subject Classification ID: 91B05
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7048918
zbMATH Keywords: classical risk model
zbMATH Keywords: maximum surplus prior to ruin
zbMATH Keywords: maximum severity of ruin
zbMATH Keywords: two-sided first exit time
zbMATH Keywords: finite-time Gerber-Shiu function
MaRDI profile type: Publication
full work available at URL: j.amc.2017.07.054
OpenAlex ID: W2743450057
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DOI: 10.1016/J.AMC.2017.07.054
description: scientific article; zbMATH DE number 7048918