The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643)
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scientific article; zbMATH DE number 5232348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model |
scientific article; zbMATH DE number 5232348 |
Statements
The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (English)
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5 February 2008
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Sparre Andersen model
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surplus prior to ruin
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deficit at ruin
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ladder height
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Wiener-Hopf factors
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phase-type distribution
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subexponential distribution
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