A new look at the homogeneous risk model
type: Item
instance of: scholarly article
title: A new look at the homogeneous risk model
zbMATH Open document ID: 1229.91162
author: Philippe Picard
author: Claude Lefèvre
published in: Insurance Mathematics \& Economics
publication date: 2011-12-21T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5991262
zbMATH Keywords: risk process
zbMATH Keywords: finite time horizon
zbMATH Keywords: order statistic property
zbMATH Keywords: variance-to-mean ratio
zbMATH Keywords: convex order
zbMATH Keywords: non-ruin probability
zbMATH Keywords: Appell polynomials
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2011.08.005
OpenAlex ID: W2077544696
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DOI: 10.1016/J.INSMATHECO.2011.08.005
description: scientific article; zbMATH DE number 5991262