A review of discrete-time risk models (Q5852470)
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scientific article; zbMATH DE number 5663437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A review of discrete-time risk models |
scientific article; zbMATH DE number 5663437 |
Statements
A review of discrete-time risk models (English)
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27 January 2010
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compound binomial model
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Sparre Andersen risk model
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compound Markov binomial model
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\(K_m\) family of distributions
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phase-type distribution
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Gerber-Shiu function
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ruin probability
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surplus before ruin
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deficit at ruin
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