Distributional study of finite-time ruin related problems for the classical risk model (Q1740157)
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scientific article; zbMATH DE number 7048918
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| English | Distributional study of finite-time ruin related problems for the classical risk model |
scientific article; zbMATH DE number 7048918 |
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Distributional study of finite-time ruin related problems for the classical risk model (English)
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29 April 2019
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classical risk model
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maximum surplus prior to ruin
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maximum severity of ruin
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two-sided first exit time
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finite-time Gerber-Shiu function
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0.844153106212616
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0.8440743088722229
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0.827887237071991
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