Total Duration of Negative Surplus for the Risk Process with Constant Interest Force (Q5430135)
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scientific article; zbMATH DE number 5219781
Language | Label | Description | Also known as |
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English | Total Duration of Negative Surplus for the Risk Process with Constant Interest Force |
scientific article; zbMATH DE number 5219781 |
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Total Duration of Negative Surplus for the Risk Process with Constant Interest Force (English)
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12 December 2007
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compound Poisson risk process
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first-hitting time
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interest
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renewal measure
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strong Markov property
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total duration of negative surplus
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