The Density of the Time to Ruin in the Classical Poisson Risk Model (Q5490578): Difference between revisions
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| Property / cites work: Erlangian Approximations for Finite-Horizon Ruin Probabilities / rank | |||
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| Property / cites work: The Distribution of the time to Ruin in the Classical Risk Model / rank | |||
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| Property / full work available at URL: https://doi.org/10.2143/ast.35.1.583165 / rank | |||
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Latest revision as of 09:30, 30 July 2024
scientific article; zbMATH DE number 5060042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Density of the Time to Ruin in the Classical Poisson Risk Model |
scientific article; zbMATH DE number 5060042 |
Statements
The Density of the Time to Ruin in the Classical Poisson Risk Model (English)
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4 October 2006
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Lagrange's implicit function theorem
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compound geometric distribution
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mixed Erlang distribution
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finite time ruin
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transient M/G/1 waiting time
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