Some continuity estimates for ruin probability and other ruin-related quantities
In this paper we investigate continuity properties for ruin probability in the classical risk model. Properties of contractive integral operators are used to derive continuity estimates for the deficit at ruin. These results are also applied to obtain desired continuity inequalities in the setting o...
שמור ב:
| מחבר ראשי: | |
|---|---|
| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
VTeX
2026-03-01
|
| סדרה: | Modern Stochastics: Theory and Applications |
| נושאים: | |
| גישה מקוונת: | https://www.vmsta.org/doi/10.15559/26-VMSTA300 |
| תגים: |
אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!
|