On the distribution of the surplus of the D-E model prior to and at ruin (Q1302135)
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scientific article; zbMATH DE number 1335227
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| English | On the distribution of the surplus of the D-E model prior to and at ruin |
scientific article; zbMATH DE number 1335227 |
Statements
On the distribution of the surplus of the D-E model prior to and at ruin (English)
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27 June 2001
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surplus
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Dassios-Embrechts model
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risk theory
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restricted borrowing
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martingale
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Embrechts-Schmidli models
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0.848063051700592
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0.8430977463722229
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