The deficit at ruin in the stationary renewal risk model (Q5467660)
From MaRDI portal
scientific article; zbMATH DE number 5026185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The deficit at ruin in the stationary renewal risk model |
scientific article; zbMATH DE number 5026185 |
Statements
The deficit at ruin in the stationary renewal risk model (English)
0 references
24 May 2006
0 references
collective risk model
0 references
renewal risk model
0 references
Sparre Andersen risk model
0 references
ladder height
0 references
maximal aggregate loss
0 references
compound geometric convolution
0 references
defective renewal equation
0 references
phase-type distribution
0 references
