The joint density of the time to ruin and the deficit at ruin for a Sparre Andersen risk model (Q5166204)
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scientific article; zbMATH DE number 6310844
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| English | The joint density of the time to ruin and the deficit at ruin for a Sparre Andersen risk model |
scientific article; zbMATH DE number 6310844 |
Statements
30 June 2014
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Kendall's identity
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time to ruin
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deficit at ruin
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Erlang(2) distribution
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joint density function
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0.8972146511077881
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0.8924865126609802
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0.885844886302948
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0.8719761967658997
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