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The covariance between the surplus prior to and ruin in the classical risk model - MaRDI portal

The covariance between the surplus prior to and ruin in the classical risk model (Q2866028)

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scientific article; zbMATH DE number 6237818
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English
The covariance between the surplus prior to and ruin in the classical risk model
scientific article; zbMATH DE number 6237818

    Statements

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    12 December 2013
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    ruin probability
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    renewal equation
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    deficit at ruin
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    surplus prior to ruin
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    reliability classes
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    coefficient of variation
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    The covariance between the surplus prior to and ruin in the classical risk model (English)
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    Identifiers