Monotonicity properties and the deficit at ruin in the Sparre Andersen model (Q3077729)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonicity properties and the deficit at ruin in the Sparre Andersen model |
scientific article |
Statements
Monotonicity properties and the deficit at ruin in the Sparre Andersen model (English)
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22 February 2011
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probability of ruin
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deficit at ruin
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renewal equation
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DFR class
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IFR class
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IMRL class
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increasing convolution ratio (ICR) class
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