On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model (Q4661640)
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scientific article; zbMATH DE number 2149106
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| English | On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model |
scientific article; zbMATH DE number 2149106 |
Statements
On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model (English)
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30 March 2005
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probability of ruin
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surplus prior to ruin
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recursive calculation
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stable algorithm
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0.9956416
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0.96365094
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0.9268873
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0.9186761
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0.91833085
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0.9161258
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0.91193163
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