Finite time ruin probabilities with one Laplace inversion. (Q1413406)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Finite time ruin probabilities with one Laplace inversion.
scientific article

    Statements

    Finite time ruin probabilities with one Laplace inversion. (English)
    0 references
    0 references
    0 references
    16 November 2003
    0 references
    Finite-time ruin probability
    0 references
    Phase-type distribution
    0 references
    Deficit at ruin
    0 references
    Lundberg's equation
    0 references
    Laplace transform
    0 references

    Identifiers