A joint density function in phase-type (2) risk models (Q4926587)
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scientific article; zbMATH DE number 6178833
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| English | A joint density function in phase-type (2) risk models |
scientific article; zbMATH DE number 6178833 |
Statements
20 June 2013
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Gerber-Shiu discounted penalty function
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phase-type (2) distribution
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surplus prior to ruin
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deficit at ruin
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0.8948935866355896
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0.8716291189193726
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0.8681681156158447
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0.867419958114624
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0.862555980682373
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