Ruin probabilities in classical risk models with gamma claims
Corina Constantinescu, Gennady Samorodnitsky and Wei Zhu
| Year of publication: |
August-December 2018
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| Authors: | Constantinescu, Corina ; Samorodnitsky, Gennady ; Zhu, Wei |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 7, p. 555-575
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| Subject: | Ruin probability | Mittag-Leffler function | gamma distribution | Laplace transform | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomodell | Risk model | Risiko | Risk | Statistische Verteilung | Statistical distribution | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2017.1402817 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011939710