On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes
F. Avram; M. Pistorius
| Year of publication: |
2014
|
|---|---|
| Authors: | Avram, Florin ; Pistorius, M. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 57-64
|
| Subject: | Pollaczek-Khinchine formula | Incomplete information | Matrix exponential distributions | Padé approximation | Perturbed Cramér-Lundberg process | De Vylder's approximation | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010469185