The covariance between the surplus prior to and ruin in the classical risk model

DOI10.2143/AST.42.2.2182811MaRDI QIDQ2866028zbMATH OpenOpenAlexFDO

Authors Georgios Psarrakos, Konstadinos G. Politis

Publication date 12 December 2013

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://econpapers.repec.org/article/cupastinb/v_3a42_3ay_3a2012_3ai_3a02_3ap_3a631-653_5f00.htm

zbMATH Keywords

ruin probabilitycoefficient of variationdeficit at ruinsurplus prior to ruinrenewal equationreliability classes

Mathematics Subject Classification ID

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