The Density of the Time to Ruin in the Classical Poisson Risk Model (Q5490578)
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scientific article; zbMATH DE number 5060042
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The Density of the Time to Ruin in the Classical Poisson Risk Model |
scientific article; zbMATH DE number 5060042 |
Statements
The Density of the Time to Ruin in the Classical Poisson Risk Model (English)
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4 October 2006
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Lagrange's implicit function theorem
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compound geometric distribution
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mixed Erlang distribution
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finite time ruin
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transient M/G/1 waiting time
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0.8821284174919128
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0.8762062191963196
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0.8542636036872864
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0.8515027165412903
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0.8451830148696899
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