A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861)
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scientific article; zbMATH DE number 6901170
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on deficit analysis in dependency models involving Coxian claim amounts |
scientific article; zbMATH DE number 6901170 |
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A note on deficit analysis in dependency models involving Coxian claim amounts (English)
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11 July 2018
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dependent Sparre Andersen risk model
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Coxian-type claim sizes
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time to ruin
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deficit at ruin
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Lundberg's generalized equation
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Lagrange polynomials
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Vandemonde matrix
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Cauchy matrix
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