The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464): Difference between revisions

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Revision as of 10:34, 28 May 2024

scientific article
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The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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    The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (English)
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    17 March 1998
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    collective risk theory
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    martingales
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    joint distribution
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    time of ruin
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    Dickson's formula
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    Identifiers