The covariance between the surplus prior to and ruin in the classical risk model (Q2866028)
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scientific article; zbMATH DE number 6237818
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| English | The covariance between the surplus prior to and ruin in the classical risk model |
scientific article; zbMATH DE number 6237818 |
Statements
12 December 2013
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ruin probability
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renewal equation
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deficit at ruin
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surplus prior to ruin
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reliability classes
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coefficient of variation
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The covariance between the surplus prior to and ruin in the classical risk model (English)
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0.8189613223075867
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0.8168568015098572
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0.8049185276031494
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0.8040007948875427
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0.7968971729278564
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