On the Sparre Andersen dual model perturbed by diffusion (Q5143679)
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scientific article; zbMATH DE number 7295890
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| English | On the Sparre Andersen dual model perturbed by diffusion |
scientific article; zbMATH DE number 7295890 |
Statements
14 January 2021
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Sparre Andersen dual model
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generalized Erlang\((n)\) innovation times
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ruin time
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discounted dividend payments
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0.8936637043952942
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0.886897087097168
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0.8749240636825562
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0.8697616457939148
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