The deficit at ruin in the stationary renewal risk model (Q5467660): Difference between revisions
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scientific article; zbMATH DE number 5026185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The deficit at ruin in the stationary renewal risk model |
scientific article; zbMATH DE number 5026185 |
Statements
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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