On the distribution of the duration of negative surplus (Q4715564)
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scientific article; zbMATH DE number 946639
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| English | On the distribution of the duration of negative surplus |
scientific article; zbMATH DE number 946639 |
Statements
On the distribution of the duration of negative surplus (English)
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14 January 1997
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ruin theory
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severity of ruin
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failure rate
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duration of negative surplus
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single periods
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total duration
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recursion formula
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discrete time risk model
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0.870735764503479
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0.8579964637756348
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0.8527153134346008
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0.8465786576271057
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