On the time and the number of claims when the surplus drops below a certain level
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Publication:4576976
DOI10.1080/03461238.2014.954607zbMath1401.91165MaRDI QIDQ4576976
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2014.954607
continued fractions; special functions; ruin probability; generalized Gerber-Shiu function; two-sided first exit time; absolute ruin probability; risk model with interest
62P05: Applications of statistics to actuarial sciences and financial mathematics
62E15: Exact distribution theory in statistics
Cites Work
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