Article ID Journal Published Year Pages File Type
5076593 Insurance: Mathematics and Economics 2014 8 Pages PDF
Abstract
Our third contribution is a method for comparing the resulting approximations, based on the concept of largest weak-admissibility interval of the compounding/traffic intensity parameter ρ.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes
Authors
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