Ruin probabilities expressed in terms of ladder height distributions-Reference-Cited by-同舟云学术

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Ruin probabilities expressed in terms of ladder height distributions

Published:1974-10 Issue:4 Volume:1974 Page:190-204
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

von Bahr Bengt

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03461238.1974.10408681

Reference13 articles.

1. Boundary Value Problems for Some Two-Dimensional Random Walks

2. A. V., Nagaev. Local theorems and boundary problems in Rd,d⩽1.International Conference on probability theory and mathematical statistic. Vilnius. (In Russian.)

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