Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (Q5490568)
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scientific article; zbMATH DE number 5060032
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| English | Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times |
scientific article; zbMATH DE number 5060032 |
Statements
Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (English)
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4 October 2006
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finite time ruin probability
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exponentially killed ruin probability
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deficit at ruin
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Sparre Andersen model
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phase-type distribution
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0.8782622218132019
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0.8778940439224243
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0.8778940439224243
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0.8678475618362427
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0.8392029404640198
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