On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin (Q2703236): Difference between revisions
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| Property / cites work: The probability and severity of ruin for combinations of exponential claim amount distributions and their translations / rank | |||
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| Property / cites work: How long is the surplus below zero? / rank | |||
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| Property / cites work: Q4851818 / rank | |||
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Latest revision as of 14:26, 3 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin |
scientific article |
Statements
On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin (English)
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1 March 2001
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combinations of exponentials
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duration of negative surplus
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Erlangs mixture
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residual equilibrium distribution
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