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On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model - MaRDI portal

On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model (Q4661640)

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scientific article; zbMATH DE number 2149106
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On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model
scientific article; zbMATH DE number 2149106

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    On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model (English)
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    30 March 2005
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    probability of ruin
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    surplus prior to ruin
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    recursive calculation
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    stable algorithm
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