The joint distribution of ruin related quantities in the classical risk model (Q5209909)
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scientific article; zbMATH DE number 7156324
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| English | The joint distribution of ruin related quantities in the classical risk model |
scientific article; zbMATH DE number 7156324 |
Statements
22 January 2020
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probability theory
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classical risk model
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time of ruin
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deficit at ruin
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joint probability density function
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0.8286300897598267
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0.8263066411018372
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0.8147868514060974
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0.8086577653884888
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