Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims
By Anisoara Maria Raducan, Raluca Vernic and Gheorghita Zbaganu
| Year of publication: |
2015
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|---|---|
| Authors: | Raducan, Anisoara Maria ; Vernic, Raluca ; Zbaganu, Gheorghita |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 2, p. 421-443
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| Subject: | Continuous time risk process | ruin probability | renewal process | non-homogeneous claim sizes | Erlang distribution | mixture of exponentials distribution | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikomodell | Risk model | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics | Stochastischer Prozess | Stochastic process | Insolvenz | Insolvency |
| 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/10011312279