Some results on ruin probabilities in a two-dimensional risk model. (Q1413403)
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scientific article; zbMATH DE number 2004085
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| English | Some results on ruin probabilities in a two-dimensional risk model. |
scientific article; zbMATH DE number 2004085 |
Statements
Some results on ruin probabilities in a two-dimensional risk model. (English)
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16 November 2003
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Adjustment coefficient
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Asymptotic good bound
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Integral-differential equation
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Phase-type distribution
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0.8445917367935181
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0.8386118412017822
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0.8373054265975952
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0.8350518345832825
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0.8332069516181946
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