Approximation of Ruin Probabilities via Erlangized Scale Mixtures

Peralta, Oscar; Rojas-Nandayapa, Leonardo; Xie, Wangyue; Yao, Hui

doi:10.48550/arxiv.1705.09405

2017

DOI: 10.48550/arxiv.1705.09405

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Approximation of Ruin Probabilities via Erlangized Scale Mixtures

Oscar Peralta

Leonardo Rojas-Nandayapa

Wangyue Xie

et al.

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Approximation of Ruin Probabilities via Erlangized Scale Mixtures

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