Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151): Difference between revisions
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Revision as of 13:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependent Risk Models with Bivariate Phase-Type Distributions |
scientific article |
Statements
Dependent Risk Models with Bivariate Phase-Type Distributions (English)
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14 April 2009
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surplus process
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bivariate phase-type distribution
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fluid queue
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ruin time, Gerber-Shiu function
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infinite time ruin probability
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deficit at ruin
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surplus prior to ruin
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