Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (Q5490568)
From MaRDI portal
scientific article; zbMATH DE number 5060032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times |
scientific article; zbMATH DE number 5060032 |
Statements
Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (English)
0 references
4 October 2006
0 references
finite time ruin probability
0 references
exponentially killed ruin probability
0 references
deficit at ruin
0 references
Sparre Andersen model
0 references
phase-type distribution
0 references
