The maximum surplus in the phase-type risk model perturbed by diffusion and related distributions (Q2915931)
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scientific article; zbMATH DE number 6090576
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| English | The maximum surplus in the phase-type risk model perturbed by diffusion and related distributions |
scientific article; zbMATH DE number 6090576 |
Statements
5 October 2012
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phase-type distribution
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diffusion risk process
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maximum surplus before ruin
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surplus distribution at the time of ruin
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0.9328009
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0.92035484
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0.9164989
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0.9149213
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0.9034344
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0.9023229
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0.89258194
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0.8909777
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0.8864907
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0.8848472
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The maximum surplus in the phase-type risk model perturbed by diffusion and related distributions (English)
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