Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions |
scientific article; zbMATH DE number 5991248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions |
scientific article; zbMATH DE number 5991248 |
Statements
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (English)
0 references
21 December 2011
0 references
time of ruin
0 references
number of claims until ruin
0 references
surplus prior to ruin
0 references
Lagrange's expansion theorem
0 references
defective renewal equation
0 references
compound geometric tail
0 references
exponential distribution
0 references
mixed Erlang distribution
0 references
0 references
0 references
0 references
0 references
