The joint density of the surplus before and after ruin in the Sparre Andersen model.

被引：0

作者：

Pitts, Susan M.

Politis, Konstadinos

机构：

来源：

INSURANCE MATHEMATICS & ECONOMICS | 2006年 / 39卷 / 03期

关键词：

Sparre-Andersen model; surplus prior to ruin; deficit at ruin; ladder height; Wiener-Hopf factors; phase-type distribution; subexponential distribution;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：407 / 407

页数：1

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