The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/s0167-6687(97)00027-9 / rank | |||
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Latest revision as of 11:17, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin |
scientific article |
Statements
The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (English)
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17 March 1998
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collective risk theory
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martingales
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joint distribution
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time of ruin
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Dickson's formula
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