The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process (Q817285)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process |
scientific article |
Statements
The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process (English)
0 references
8 March 2006
0 references
perturbed classical risk process
0 references
probability of ruin
0 references
Laplace transform of the time of ruin
0 references
expected value of the time of ruin
0 references
deficit at ruin
0 references
phase-type distribution
0 references
renewal process
0 references
0 references
0 references
