The surplus prior to ruin and the deficit at ruin for a correlated risk process (Q5430559)
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scientific article; zbMATH DE number 5220286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The surplus prior to ruin and the deficit at ruin for a correlated risk process |
scientific article; zbMATH DE number 5220286 |
Statements
The surplus prior to ruin and the deficit at ruin for a correlated risk process (English)
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16 December 2007
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surplus immediately prior to ruin
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deficit at ruin
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Sparre Andersen risk model
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phase-type distribution
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Markovian arrival process
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correlated claims
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fluid queues
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