Phase-type distributions and risk processes with state-dependent premiums (Q4881684): Difference between revisions

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Latest revision as of 12:36, 24 May 2024

scientific article; zbMATH DE number 887310
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English
Phase-type distributions and risk processes with state-dependent premiums
scientific article; zbMATH DE number 887310

    Statements

    Phase-type distributions and risk processes with state-dependent premiums (English)
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    1 December 1997
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    ruin probability
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    differential equations
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    phase-type distributions
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    random environment
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    numerical methods
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    risk reserve process
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