On a class of dependent Sparre Andersen risk models and a bailout application (Q2374094): Difference between revisions
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Revision as of 17:27, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a class of dependent Sparre Andersen risk models and a bailout application |
scientific article |
Statements
On a class of dependent Sparre Andersen risk models and a bailout application (English)
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14 December 2016
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bailout strategy
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phase-type distribution
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ruin probability
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Sparre Andersen dependence structure
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busy period
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