Ruin Problems for Phase-Type(2) Risk Processes (Q2739860): Difference between revisions

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+https://doi.org/10.1080/034612300750066836
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+W2161068659
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+Phase-type representations in random walk and queueing problems
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+Computational methods in risk theory: a matrix-algorithmic approach
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+Q5528194
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+On the distribution of the surplus prior to ruin
@@ Property / cites work: On the distribution of the surplus prior to ruin / rank @@
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+Ruin probabilities for Erlang (2) risk processes
@@ Property / cites work: Ruin probabilities for Erlang (2) risk processes / rank @@
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+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
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+Q4851818
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+Exact and approximate properties of the distribution of surplus before and after ruin
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