A class of approximations of ruin probabilities
type: Item
instance of: scholarly article
title: A class of approximations of ruin probabilities
zbMATH Open document ID: 0384.60057
DOI: 10.1080/03461238.1977.10405071
author: Jan Grandell
published in: Scandinavian Actuarial Journal
publication date: 1977-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 3597648
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03461238.1977.10405071
OpenAlex ID: W2029051354
cites work: Q5184219
cites work: Q5560061
cites work: A rule of thumb and its verification
cites work: Doubly stochastic Poisson processes
cites work: Diffusion approximations in collective risk theory
cites work: Weak convergence of probability measures and random functions in the function space D[0,∞)
description: scientific article; zbMATH DE number 3597648