The time to ruin and the number of claims until ruin for phase-type claims (Q2444703)

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scientific article; zbMATH DE number 6282676
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    The time to ruin and the number of claims until ruin for phase-type claims
    scientific article; zbMATH DE number 6282676

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      The time to ruin and the number of claims until ruin for phase-type claims (English)
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      10 April 2014
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      renewal risk model
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      ruin time
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      number of claims to ruin
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      deficit at ruin
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      duality
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      extended negative binomial distribution
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