Phase-type distributions and risk processes with state-dependent premiums (Q4881684)
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scientific article; zbMATH DE number 887310
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Phase-type distributions and risk processes with state-dependent premiums |
scientific article; zbMATH DE number 887310 |
Statements
Phase-type distributions and risk processes with state-dependent premiums (English)
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1 December 1997
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ruin probability
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differential equations
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phase-type distributions
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random environment
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numerical methods
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risk reserve process
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