Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462)
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scientific article; zbMATH DE number 1246442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact and approximate properties of the distribution of surplus before and after ruin |
scientific article; zbMATH DE number 1246442 |
Statements
Exact and approximate properties of the distribution of surplus before and after ruin (English)
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27 January 1999
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Lundberg bound
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increasing failure rate
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distribution of surplus
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ruin
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Tijms-type approximations
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0.9227361
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0.90663266
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0.8928071
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0.89103216
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0.8903484
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