On a class of dependent Sparre Andersen risk models and a bailout application (Q2374094)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6663340
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
14 December 2016
0 references
bailout strategy
0 references
phase-type distribution
0 references
ruin probability
0 references
Sparre Andersen dependence structure
0 references
busy period
0 references
0 references
0.8622006773948669
0 references
0.8386866450309753
0 references
0.8347185850143433
0 references
0.8086800575256348
0 references
0.8055127859115601
0 references
