The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464)
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scientific article; zbMATH DE number 1129615
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| English | The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin |
scientific article; zbMATH DE number 1129615 |
Statements
The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (English)
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17 March 1998
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collective risk theory
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martingales
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joint distribution
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time of ruin
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Dickson's formula
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0.8918127417564392
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0.8897417783737183
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0.8875200152397156
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0.8805041313171387
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0.8755128979682922
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