On the Distribution of the Deficit at Ruin when Claims are Phase-type (Q5430572): Difference between revisions

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+https://doi.org/10.1080/03461230110106471
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+Computational methods in risk theory: a matrix-algorithmic approach
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+Phase-type representations in random walk and queueing problems
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+Recursive calculation of the probability and severity of ruin
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+The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
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+Introduction to Matrix Analytic Methods in Stochastic Modeling
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+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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+On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin
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