The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643)
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scientific article; zbMATH DE number 5232348
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| English | The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model |
scientific article; zbMATH DE number 5232348 |
Statements
The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (English)
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5 February 2008
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Sparre Andersen model
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surplus prior to ruin
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deficit at ruin
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ladder height
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Wiener-Hopf factors
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phase-type distribution
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subexponential distribution
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0.94549036
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0.94354165
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0.9150957
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0.9137992
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0.9042101
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0.8994082
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0.8988902
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0.8966551
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