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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| default for all languages | No label defined |
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| English | The time to ruin and the number of claims until ruin for phase-type claims |
scientific article; zbMATH DE number 6282676 |
Statements
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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0.8562624454498291
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0.8548020124435425
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0.8368797898292542
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0.8328057527542114
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