Ruin Problems for Phase-Type(2) Risk Processes (Q2739860): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/034612300750066836 / rank
 
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Latest revision as of 18:57, 3 June 2024

scientific article
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English
Ruin Problems for Phase-Type(2) Risk Processes
scientific article

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    Ruin Problems for Phase-Type(2) Risk Processes (English)
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    16 September 2001
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    Sparre Andersen risk model
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    ruin probability
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    surplus prior to ruin
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    severity of ruin
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    phase-type distribution
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