Open AccessNew approximations of the ruin probability in a continuous time surplus process
Author(s) -
Cheonga Kwon,
Seung Kyoung Choi,
Eui Yong Lee
Publication year - 2014
Publication title -
journal of the korean data and information science society
Language(s) - English
Resource type - Journals
ISSN - 1598-9402
DOI - 10.7465/jkdi.2014.25.1.1
Subject(s) - mathematics , exponential function , type (biology) , moment generating function , probability distribution , moment (physics) , exponential type , mathematical analysis , statistics , ecology , physics , classical mechanics , biology