The Density of the Time to Ruin in the Classical Poisson Risk Model (Q5490578)

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scientific article; zbMATH DE number 5060042
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The Density of the Time to Ruin in the Classical Poisson Risk Model
scientific article; zbMATH DE number 5060042

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    The Density of the Time to Ruin in the Classical Poisson Risk Model (English)
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    4 October 2006
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    Lagrange's implicit function theorem
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    compound geometric distribution
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    mixed Erlang distribution
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    finite time ruin
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    transient M/G/1 waiting time
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