On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559)
From MaRDI portal
scientific article; zbMATH DE number 6295059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models |
scientific article; zbMATH DE number 6295059 |
Statements
On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (English)
0 references
14 May 2014
0 references
Sparre Andersen risk model
0 references
ruin probability
0 references
Markov additive process
0 references
0 references
