Algorithmic Analysis of the Sparre Andersen Model in Discrete Time (Q5505901)
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scientific article; zbMATH DE number 5498892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithmic Analysis of the Sparre Andersen Model in Discrete Time |
scientific article; zbMATH DE number 5498892 |
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Algorithmic Analysis of the Sparre Andersen Model in Discrete Time (English)
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28 January 2009
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discrete time
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matrix analytic methods
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time of ruin
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surplus immediately prior to ruin
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deficit at ruin
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