Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605): Difference between revisions

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Latest revision as of 04:45, 7 July 2024

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Ruin time and aggregate claim amount up to ruin time for the perturbed risk process
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    Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (English)
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    17 December 2013
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    perturbed classical risk model
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    Laplace transform
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    first passage time
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    deficit at ruin
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    Sparre Andersen risk process
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