Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin time and aggregate claim amount up to ruin time for the perturbed risk process |
scientific article |
Statements
Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (English)
0 references
17 December 2013
0 references
perturbed classical risk model
0 references
Laplace transform
0 references
first passage time
0 references
deficit at ruin
0 references
Sparre Andersen risk process
0 references
0 references
0 references
0 references
