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On the total operating costs up to default in a renewal risk model - MaRDI portal

On the total operating costs up to default in a renewal risk model (Q659143)

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scientific article; zbMATH DE number 6004647
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On the total operating costs up to default in a renewal risk model
scientific article; zbMATH DE number 6004647

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    On the total operating costs up to default in a renewal risk model (English)
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    10 February 2012
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    ruin theory
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    phase-type distribution
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    piecewise-deterministic Markov process
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    total operating costs up to default
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