On a class of dependent Sparre Andersen risk models and a bailout application (Q2374094)
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scientific article; zbMATH DE number 6663340
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| English | On a class of dependent Sparre Andersen risk models and a bailout application |
scientific article; zbMATH DE number 6663340 |
Statements
On a class of dependent Sparre Andersen risk models and a bailout application (English)
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14 December 2016
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bailout strategy
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phase-type distribution
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ruin probability
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Sparre Andersen dependence structure
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busy period
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0.8622006773948669
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0.8386866450309753
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0.8347185850143433
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0.8086800575256348
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0.8055127859115601
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