Ruin probabilities in classical risk models with gamma claims
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
|
Subject: | Ruin probability | Mittag-Leffler function | gamma distribution | Laplace transform | Risikomodell | Risk model | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
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