On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (Q1430677): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Ruin probabilities for Erlang (2) risk processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Ruin Problems for Phase-Type(2) Risk Processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the discounted penalty at ruin in a jump-diffusion and the perpetual put option / rank | |||
Normal rank | |||
Latest revision as of 16:28, 6 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. |
scientific article |
Statements
On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (English)
0 references
27 May 2004
0 references
Erlang(2) process
0 references
Ruin probability
0 references
The joint distribution of surplus immediately before ruin and the deficit at ruin
0 references
0 references
