A review of discrete-time risk models
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Publication:5852470
DOI10.1007/BF03191910zbMath1180.62151OpenAlexW1490621336MaRDI QIDQ5852470
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Publication date: 27 January 2010
Published in: Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/43698
phase-type distributionruin probabilityGerber-Shiu functionsurplus before ruindeficit at ruincompound binomial modelSparre Andersen risk modelcompound Markov binomial model\(K_m\) family of distributions
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