Conditional time before ruin of an insurance company

DOI10.1023/A:1019604015106zbMath1063.91522OpenAlexW204796473MaRDI QIDQ1780048

V. M. Kats, K. I. Lifshits

Publication date: 7 June 2005

Published in: Russian Physics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1019604015106

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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