Taylor-series expansion for multivariate characteristics of classical risk processes
type: Item
instance of: scholarly article
title: Taylor-series expansion for multivariate characteristics of classical risk processes
zbMATH Open document ID: 0855.62094
DOI: 10.1016/0167-6687(95)00013-5
author: Andreas Frey
author: Volker Schmidt
published in: Insurance Mathematics \& Economics
publication date: 1997-02-02T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 923763
zbMATH Keywords: ruin time
zbMATH Keywords: surplus prior to ruin
zbMATH Keywords: severity of ruin
zbMATH Keywords: finite time
zbMATH Keywords: infinite time
zbMATH Keywords: continuous-time risk model
zbMATH Keywords: compound Poisson input
zbMATH Keywords: Taylor series
zbMATH Keywords: infinite-horizon joint probabilities
zbMATH Keywords: derivatives
zbMATH Keywords: marked Poisson processes
MaRDI profile type: Publication
full work available at URL: 0167-6687(95)00013-5
OpenAlex ID: W2090670746
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description: scientific article; zbMATH DE number 923763