Matches in SemOpenAlex for { <https://semopenalex.org/work/W2003158661> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W2003158661 endingPage "24" @default.
- W2003158661 startingPage "13" @default.
- W2003158661 abstract "Abstract The paper presents an algorithm of bounding from above and from below the deficit distribution at ruin. The algorithm is based on iterating a monotone integral operator which has a fixed point at the deficit distribution at ruin. The upper and lower bounds converge monotonically with an exponential rate to the exact value of the deficit distribution. A counterpart of the famous Cramer-Lundberg inequality for the distribution of the deficit at ruin is established. A general method to improve further the algorithm is given." @default.
- W2003158661 created "2016-06-24" @default.
- W2003158661 creator A5028897024 @default.
- W2003158661 date "2005-02-01" @default.
- W2003158661 modified "2023-09-30" @default.
- W2003158661 title "On the deficit distribution when ruin occurs—discrete time model" @default.
- W2003158661 cites W1995946449 @default.
- W2003158661 cites W2063169299 @default.
- W2003158661 cites W2110026204 @default.
- W2003158661 cites W2144555089 @default.
- W2003158661 cites W4230035933 @default.
- W2003158661 doi "https://doi.org/10.1016/j.insmatheco.2004.09.001" @default.
- W2003158661 hasPublicationYear "2005" @default.
- W2003158661 type Work @default.
- W2003158661 sameAs 2003158661 @default.
- W2003158661 citedByCount "15" @default.
- W2003158661 countsByYear W20031586612013 @default.
- W2003158661 countsByYear W20031586612015 @default.
- W2003158661 countsByYear W20031586612017 @default.
- W2003158661 countsByYear W20031586612018 @default.
- W2003158661 countsByYear W20031586612020 @default.
- W2003158661 countsByYear W20031586612023 @default.
- W2003158661 crossrefType "journal-article" @default.
- W2003158661 hasAuthorship W2003158661A5028897024 @default.
- W2003158661 hasConcept C105795698 @default.
- W2003158661 hasConcept C110121322 @default.
- W2003158661 hasConcept C134306372 @default.
- W2003158661 hasConcept C151376022 @default.
- W2003158661 hasConcept C154945302 @default.
- W2003158661 hasConcept C186659197 @default.
- W2003158661 hasConcept C2524010 @default.
- W2003158661 hasConcept C2834757 @default.
- W2003158661 hasConcept C28826006 @default.
- W2003158661 hasConcept C29859451 @default.
- W2003158661 hasConcept C2986432223 @default.
- W2003158661 hasConcept C33923547 @default.
- W2003158661 hasConcept C41008148 @default.
- W2003158661 hasConcept C55350006 @default.
- W2003158661 hasConcept C63584917 @default.
- W2003158661 hasConcept C72169020 @default.
- W2003158661 hasConceptScore W2003158661C105795698 @default.
- W2003158661 hasConceptScore W2003158661C110121322 @default.
- W2003158661 hasConceptScore W2003158661C134306372 @default.
- W2003158661 hasConceptScore W2003158661C151376022 @default.
- W2003158661 hasConceptScore W2003158661C154945302 @default.
- W2003158661 hasConceptScore W2003158661C186659197 @default.
- W2003158661 hasConceptScore W2003158661C2524010 @default.
- W2003158661 hasConceptScore W2003158661C2834757 @default.
- W2003158661 hasConceptScore W2003158661C28826006 @default.
- W2003158661 hasConceptScore W2003158661C29859451 @default.
- W2003158661 hasConceptScore W2003158661C2986432223 @default.
- W2003158661 hasConceptScore W2003158661C33923547 @default.
- W2003158661 hasConceptScore W2003158661C41008148 @default.
- W2003158661 hasConceptScore W2003158661C55350006 @default.
- W2003158661 hasConceptScore W2003158661C63584917 @default.
- W2003158661 hasConceptScore W2003158661C72169020 @default.
- W2003158661 hasIssue "1" @default.
- W2003158661 hasLocation W20031586611 @default.
- W2003158661 hasOpenAccess W2003158661 @default.
- W2003158661 hasPrimaryLocation W20031586611 @default.
- W2003158661 hasRelatedWork W2006102427 @default.
- W2003158661 hasRelatedWork W2035764996 @default.
- W2003158661 hasRelatedWork W2161617572 @default.
- W2003158661 hasRelatedWork W2168027296 @default.
- W2003158661 hasRelatedWork W23858731 @default.
- W2003158661 hasRelatedWork W2568061499 @default.
- W2003158661 hasRelatedWork W3150735614 @default.
- W2003158661 hasRelatedWork W3189224897 @default.
- W2003158661 hasRelatedWork W4234082551 @default.
- W2003158661 hasRelatedWork W4280628027 @default.
- W2003158661 hasVolume "36" @default.
- W2003158661 isParatext "false" @default.
- W2003158661 isRetracted "false" @default.
- W2003158661 magId "2003158661" @default.
- W2003158661 workType "article" @default.