Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419)
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scientific article; zbMATH DE number 6882366
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deficit distributions at ruin in a regime-switching Sparre Andersen model |
scientific article; zbMATH DE number 6882366 |
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Deficit distributions at ruin in a regime-switching Sparre Andersen model (English)
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8 June 2018
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regime-switching Sparre Andersen model
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risk operators
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deficit distributions at ruin
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ruin probabilities
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NBU
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