The stability of the probability of ruin

Autor:	Riccardo Gatto
Rok vydání:	2019
Předmět:	Statistics and Probability Applied Mathematics Infinitesimal Gâteaux derivative Dirac (software) Poisson distribution Stability (probability) symbols.namesake Variation (linguistics) Mathematics::Probability Risk process Modeling and Simulation symbols Applied mathematics Mathematics
Zdroj:	Stochastic Models. 36:112-133
ISSN:	1532-4214 1532-6349
DOI:	10.1080/15326349.2019.1695135
Popis:	This article provides a computational formula for the the stability of the probability of ruin of the compound Poisson risk process. This stability is the infinitesimal standardized variation of th...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::34d5d601e181e824a2c5bd740c78001c https://doi.org/10.1080/15326349.2019.1695135 Zobrazit plný text záznamu