On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823): Difference between revisions
From MaRDI portal
Latest revision as of 01:42, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the absolute ruin problem in a Sparre Andersen risk model with constant interest |
scientific article |
Statements
On the absolute ruin problem in a Sparre Andersen risk model with constant interest (English)
0 references
18 April 2012
0 references
absolute ruin
0 references
Gerber-Shiu discounted penalty function
0 references
Markovian arrival process
0 references
matrix-exponential distribution
0 references
0 references
0 references
0 references