The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675)
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scientific article; zbMATH DE number 2067445
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| English | The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. |
scientific article; zbMATH DE number 2067445 |
Statements
The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (English)
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27 May 2004
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Sparre Andersen risk model
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Joint density function
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Ruin
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0.930315375328064
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0.9266234636306764
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0.8924865126609802
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0.8716291189193726
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