DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS (Q5398342)
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scientific article; zbMATH DE number 6262168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS |
scientific article; zbMATH DE number 6262168 |
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DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS (English)
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27 February 2014
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time to ruin
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finite-time ruin probability
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multivariate Lagrange expansion theorem
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duration of a busy period
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combination of \(n\) exponentials
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\(\text K_m/\text G/1\) queueing model
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number of claims until ruin
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