The surplus prior to ruin and the deficit at ruin for a correlated risk process (Q5430559): Difference between revisions

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+Erlangian Approximations for Finite-Horizon Ruin Probabilities
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+Risk processes analyzed as fluid queues
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+Introduction to Matrix Analytic Methods in Stochastic Modeling
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+Transient Markov arrival processes
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
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+Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
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+On the Distribution of the Deficit at Ruin when Claims are Phase-type
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