Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
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Publication:5490568
DOI10.2143/AST.34.2.505146zbMath1274.91244OpenAlexW4234082551MaRDI QIDQ5490568
Florin Avram, Miguel A. Usábel
Publication date: 4 October 2006
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.34.2.505146
phase-type distributiondeficit at ruinSparre Andersen modelfinite time ruin probabilityexponentially killed ruin probability
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