A functional approach for ruin probabilities

Stochastic Models

Volumn 22, Issue 3, 2006, Pages 509-536

  Politis, Konstadinos ^a  

^a UNIVERSITY OF PIRAEUS   (Greece)

Author keywords

Classical risk model; Fr chet differentiability; Phase type distribution; Ruin probability; Sensitivity

Indexed keywords

APPROXIMATION THEORY; BOOLEAN ALGEBRA; CONFORMAL MAPPING; DIFFERENTIATION (CALCULUS); MATHEMATICAL MODELS; NUMERICAL ANALYSIS; RISK ASSESSMENT; SENSITIVITY ANALYSIS;

CLASSICAL RISK MODEL; FRÉCHET DIFFERENTIABILITY; PHASE-TYPE DISTRIBUTION; RUIN PROBABILITY; SENSITIVITY;

PROBABILITY;

EID: 33747188084     PISSN: 15326349     EISSN: 15324214     Source Type: Journal    
DOI: 10.1080/15326340600820539     Document Type: Article

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