On the Distribution of the Deficit at Ruin when Claims are Phase-type (Q5430572)
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scientific article; zbMATH DE number 5220297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Distribution of the Deficit at Ruin when Claims are Phase-type |
scientific article; zbMATH DE number 5220297 |
Statements
On the Distribution of the Deficit at Ruin when Claims are Phase-type (English)
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16 December 2007
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Sparre Andersen model
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renewal risk model
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phase-type distribution
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ladder height
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maximal aggregate loss
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Erlang distribution
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Coxian distribution
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