On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823): Difference between revisions

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Latest revision as of 01:42, 5 July 2024

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On the absolute ruin problem in a Sparre Andersen risk model with constant interest
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    On the absolute ruin problem in a Sparre Andersen risk model with constant interest (English)
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    18 April 2012
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    absolute ruin
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    Gerber-Shiu discounted penalty function
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    Markovian arrival process
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    matrix-exponential distribution
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