Probability of ruin for a dependent, two-dimensional poisson process
Year of publication: |
2009
|
---|---|
Authors: | Heilpern, Stanislaw |
Published in: |
Operations Research and Decisions. - Wydział Informatyki i Zarządzania. - Vol. 1.2009, p. 77-90
|
Publisher: |
Wydział Informatyki i Zarządzania |
Subject: | Poisson process | claim | model of ruin | simulation | phase-type distribution |
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