The deficit at ruin in a class of discrete time risk model with dependent structure (Q2951565)
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scientific article; zbMATH DE number 6672587
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| English | The deficit at ruin in a class of discrete time risk model with dependent structure |
scientific article; zbMATH DE number 6672587 |
Statements
6 January 2017
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distribution of the deficit at ruin
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ruin probability
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autoregressive moving average model
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0.8446295857429504
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0.8443092703819275
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0.8268750905990601
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0.8228231072425842
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