Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605)
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scientific article; zbMATH DE number 6239145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin time and aggregate claim amount up to ruin time for the perturbed risk process |
scientific article; zbMATH DE number 6239145 |
Statements
Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (English)
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17 December 2013
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perturbed classical risk model
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Laplace transform
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first passage time
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deficit at ruin
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Sparre Andersen risk process
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0.8482105
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0.84094644
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0.8371013
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0.8324787
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0.8244964
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0.8241664
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