On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823): Difference between revisions
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Revision as of 02:47, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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