Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models |
scientific article; zbMATH DE number 5158844
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models |
scientific article; zbMATH DE number 5158844 |
Statements
Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (English)
0 references
29 May 2007
0 references
Sparre Andersen risk process
0 references
\(K_m\) family of distributions
0 references
compound geometric distribution
0 references
Gerber-Shiu function
0 references
surplus before ruin
0 references
deficit at ruin
0 references
claim causing ruin
0 references
0 references
0 references
0 references
0.9131203293800354
0 references
0.8656421303749084
0 references
0.8656421303749084
0 references
0.8439652919769287
0 references
