The Covariance Between the Surplus Prior to and at Ruin in the Classical Risk Model
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Publication:2866028
DOI10.2143/AST.42.2.2182811zbMath1277.91095OpenAlexW2276045184MaRDI QIDQ2866028
Georgios Psarrakos, Konstadinos Politis
Publication date: 12 December 2013
Full work available at URL: https://econpapers.repec.org/article/cupastinb/v_3a42_3ay_3a2012_3ai_3a02_3ap_3a631-653_5f00.htm
ruin probabilityrenewal equationcoefficient of variationdeficit at ruinsurplus prior to ruinreliability classes
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