On the time and the number of claims when the surplus drops below a certain level (Q4576976): Difference between revisions

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Revision as of 22:47, 19 March 2024

scientific article; zbMATH DE number 6901761
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On the time and the number of claims when the surplus drops below a certain level
scientific article; zbMATH DE number 6901761

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    On the time and the number of claims when the surplus drops below a certain level (English)
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    11 July 2018
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    risk model with interest
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    generalized Gerber-Shiu function
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    ruin probability
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    absolute ruin probability
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    two-sided first exit time
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    continued fractions
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    special functions
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