The joint distribution of ruin related quantities in the classical risk model

zbMATH Open1449.91037MaRDI QIDQ5209909FDOQ5209909

Jingchao Li, Bihao Su

Publication date: 22 January 2020

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zbMATH Keywords

probability theoryclassical risk modeldeficit at ruintime of ruinjoint probability density function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Risk models (general) (91B05)

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