The time to ruin and the number of claims until ruin for phase-type claims
From MaRDI portal
Publication:2444703
DOI10.1016/j.insmatheco.2012.02.013zbMath1284.91232MaRDI QIDQ2444703
Esther Frostig, Konstadinos Politis, Susan M. Pitts
Publication date: 10 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.02.013
duality; ruin time; renewal risk model; deficit at ruin; extended negative binomial distribution; number of claims to ruin
60K10: Applications of renewal theory (reliability, demand theory, etc.)
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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