On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier (Q3367734)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier |
scientific article |
Statements
On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier (English)
0 references
26 January 2006
0 references
risk process
0 references
ruin probability
0 references
phase-type distribution
0 references
stopping time
0 references
martingale
0 references
\(M/G/1\) queue
0 references
busy period
0 references
idle period
0 references
\(PH/M/1\) queue
0 references
fluid model
0 references
change of measure
0 references
Lundberg coefficient
0 references
0 references
