On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier (Q3367734)
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scientific article; zbMATH DE number 5001860
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| default for all languages | No label defined |
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| 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; zbMATH DE number 5001860 |
Statements
On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier (English)
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26 January 2006
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risk process
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ruin probability
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phase-type distribution
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stopping time
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martingale
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\(M/G/1\) queue
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busy period
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idle period
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\(PH/M/1\) queue
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fluid model
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change of measure
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Lundberg coefficient
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0.8708652853965759
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0.8515982031822205
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0.8338851928710938
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0.8329786658287048
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0.8298569917678833
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