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

From MaRDI portal





scientific article; zbMATH DE number 6237818
Language Label Description Also known as
English
The covariance between the surplus prior to and ruin in the classical risk model
scientific article; zbMATH DE number 6237818

    Statements

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

    Identifiers