Determining exact survival probability by setting discrete random variables in E. Sparre Andersen's model (Q6149346)
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scientific article; zbMATH DE number 7799984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining exact survival probability by setting discrete random variables in E. Sparre Andersen's model |
scientific article; zbMATH DE number 7799984 |
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Determining exact survival probability by setting discrete random variables in E. Sparre Andersen's model (English)
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5 February 2024
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ruin theory
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renewal theory
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queueing theory
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random walk
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survival probability
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generating function
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Pollaczek-Khinchine formula
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initial values
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