Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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 |
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Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (English)
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29 May 2007
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Sparre Andersen risk process
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\(K_m\) family of distributions
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compound geometric distribution
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Gerber-Shiu function
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surplus before ruin
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deficit at ruin
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claim causing ruin
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