Distributional study of finite-time ruin related problems for the classical risk model (Q1740157): Difference between revisions
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Revision as of 01:35, 20 March 2024
scientific article
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English | Distributional study of finite-time ruin related problems for the classical risk model |
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Distributional study of finite-time ruin related problems for the classical risk model (English)
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29 April 2019
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classical risk model
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maximum surplus prior to ruin
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maximum severity of ruin
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two-sided first exit time
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finite-time Gerber-Shiu function
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