On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823)

From MaRDI portal
Revision as of 01:42, 5 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On the absolute ruin problem in a Sparre Andersen risk model with constant interest
scientific article

    Statements

    On the absolute ruin problem in a Sparre Andersen risk model with constant interest (English)
    0 references
    0 references
    0 references
    0 references
    18 April 2012
    0 references
    absolute ruin
    0 references
    Gerber-Shiu discounted penalty function
    0 references
    Markovian arrival process
    0 references
    matrix-exponential distribution
    0 references

    Identifiers