Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (Q5490568): Difference between revisions

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Latest revision as of 09:39, 30 July 2024

scientific article; zbMATH DE number 5060032
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Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
scientific article; zbMATH DE number 5060032

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    Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (English)
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    4 October 2006
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    finite time ruin probability
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    exponentially killed ruin probability
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    deficit at ruin
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    Sparre Andersen model
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    phase-type distribution
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