Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151): Difference between revisions

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Latest revision as of 12:05, 1 July 2024

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Dependent Risk Models with Bivariate Phase-Type Distributions
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    Dependent Risk Models with Bivariate Phase-Type Distributions (English)
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    14 April 2009
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    surplus process
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    bivariate phase-type distribution
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    fluid queue
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    ruin time, Gerber-Shiu function
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    infinite time ruin probability
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    deficit at ruin
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    surplus prior to ruin
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