Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (Q5490568): Difference between revisions
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| Property / cites work: Simple approximations of ruin probabilities / rank | |||
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| Property / cites work: Phase-type representations in random walk and queueing problems / rank | |||
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| Property / cites work: On a class of approximations for ruin and waiting time probabilities / rank | |||
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| Property / full work available at URL: https://doi.org/10.2143/ast.34.2.505146 / rank | |||
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Latest revision as of 09:39, 30 July 2024
scientific article; zbMATH DE number 5060032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times |
scientific article; zbMATH DE number 5060032 |
Statements
Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (English)
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4 October 2006
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finite time ruin probability
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exponentially killed ruin probability
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deficit at ruin
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Sparre Andersen model
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phase-type distribution
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