Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419): Difference between revisions

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Latest revision as of 00:11, 11 December 2024

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Deficit distributions at ruin in a regime-switching Sparre Andersen model
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    Deficit distributions at ruin in a regime-switching Sparre Andersen model (English)
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    8 June 2018
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    regime-switching Sparre Andersen model
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    risk operators
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    deficit distributions at ruin
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    ruin probabilities
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    NBU
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