The deficit at ruin in the stationary renewal risk model (Q5467660)
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scientific article; zbMATH DE number 5026185
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| 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)
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24 May 2006
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collective risk model
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renewal risk model
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Sparre Andersen risk model
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ladder height
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maximal aggregate loss
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compound geometric convolution
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defective renewal equation
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phase-type distribution
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0.8639950752258301
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0.8639788627624512
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0.8632767200469971
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0.8526207804679871
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0.8361467719078064
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