The maximum surplus before ruin for two classes of perturbed risk model (Q4638885)
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scientific article; zbMATH DE number 6865625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum surplus before ruin for two classes of perturbed risk model |
scientific article; zbMATH DE number 6865625 |
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The maximum surplus before ruin for two classes of perturbed risk model (English)
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2 May 2018
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two classes of claims
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diffusion process
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maximum surplus before ruin
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phase-type distribution
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