Ruin Problems for Phase-Type(2) Risk Processes (Q2739860)
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scientific article; zbMATH DE number 1646328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin Problems for Phase-Type(2) Risk Processes |
scientific article; zbMATH DE number 1646328 |
Statements
Ruin Problems for Phase-Type(2) Risk Processes (English)
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16 September 2001
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Sparre Andersen risk model
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ruin probability
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surplus prior to ruin
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severity of ruin
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phase-type distribution
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