The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process (Q817285)
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scientific article; zbMATH DE number 5009865
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| 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; zbMATH DE number 5009865 |
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)
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8 March 2006
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perturbed classical risk process
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probability of ruin
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Laplace transform of the time of ruin
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expected value of the time of ruin
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deficit at ruin
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phase-type distribution
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renewal process
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0.8792722821235657
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0.8642408847808838
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0.8638004660606384
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0.8621941804885864
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0.8549816012382507
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