Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814)
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scientific article; zbMATH DE number 5991248
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| English | Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions |
scientific article; zbMATH DE number 5991248 |
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Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (English)
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21 December 2011
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time of ruin
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number of claims until ruin
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surplus prior to ruin
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Lagrange's expansion theorem
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defective renewal equation
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compound geometric tail
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exponential distribution
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mixed Erlang distribution
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0.8972146511077881
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0.8784119486808777
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0.875484049320221
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0.8742199540138245
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