The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin |
scientific article; zbMATH DE number 1129615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin |
scientific article; zbMATH DE number 1129615 |
Statements
The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (English)
0 references
17 March 1998
0 references
collective risk theory
0 references
martingales
0 references
joint distribution
0 references
time of ruin
0 references
Dickson's formula
0 references