The deficit at ruin in the stationary renewal risk model (Q5467660): Difference between revisions

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Latest revision as of 13:35, 24 June 2024

scientific article; zbMATH DE number 5026185
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English
The deficit at ruin in the stationary renewal risk model
scientific article; zbMATH DE number 5026185

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    The deficit at ruin in the stationary renewal risk model (English)
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    24 May 2006
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    collective risk model
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    renewal risk model
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    Sparre Andersen risk model
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    ladder height
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    maximal aggregate loss
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    compound geometric convolution
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    defective renewal equation
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    phase-type distribution
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