Finite time ruin probabilities with one Laplace inversion. (Q1413406)
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scientific article; zbMATH DE number 2004087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite time ruin probabilities with one Laplace inversion. |
scientific article; zbMATH DE number 2004087 |
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Finite time ruin probabilities with one Laplace inversion. (English)
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16 November 2003
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Finite-time ruin probability
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Phase-type distribution
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Deficit at ruin
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Lundberg's equation
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Laplace transform
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