Some results on the joint distribution prior to and at the time of ruin in the classical model (Q3103209)
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scientific article; zbMATH DE number 5981256
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| English | Some results on the joint distribution prior to and at the time of ruin in the classical model |
scientific article; zbMATH DE number 5981256 |
Statements
Some results on the joint distribution prior to and at the time of ruin in the classical model (English)
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26 November 2011
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ruin probability
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surplus prior to ruin
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deficit at ruin
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renewal equation
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DFR class
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2-NWU class
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2-NBU class
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IMRL class
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0.8945214748382568
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0.8752008080482483
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0.8720813393592834
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