Approximations for the moments of ruin time in the compound Poisson model
type: Item
instance of: scholarly article
title: Approximations for the moments of ruin time in the compound Poisson model
zbMATH Open document ID: 1152.91597
author: Susan M. Pitts
author: Konstadinos Politis
published in: Insurance Mathematics \& Economics
publication date: 2009-01-28T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5499592
zbMATH Keywords: compound Poisson model
zbMATH Keywords: probability of ruin
zbMATH Keywords: time of ruin
zbMATH Keywords: moments of the time to ruin
zbMATH Keywords: Fréchet differentiability
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.07.006
OpenAlex ID: W2001997382
cites work: Q3773148
cites work: Q5628553
cites work: A remark on the moments of ruin time in classical risk theory
cites work: Q3254057
cites work: Q5624436
cites work: Stochastic models as functionals: some remarks on the renewal case
cites work: The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
cites work: A Functional Approach to Approximations for the Individual Risk Model
cites work: A functional approach to approximations for the observed open times in single ion channel models
cites work: Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model
cites work: A Functional Approach for Ruin Probabilities
cites work: Approximations for solutions of renewal-type equations
cites work: Q4230625
DOI: 10.1016/J.INSMATHECO.2007.07.006
description: scientific article; zbMATH DE number 5499592