Ruin Problems for Phase-Type(2) Risk Processes (Q2739860): Difference between revisions
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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 the distribution of the surplus prior to ruin / rank | |||
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Latest revision as of 18:57, 3 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Ruin Problems for Phase-Type(2) Risk Processes |
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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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