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Search: subject:"Duration of negative surplus"
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Duration of negative surplus
3
Number of claims with negative surplus
2
Occupation time
2
Time to ruin
2
Erlang(2) inter-claim times
1
First hitting time
1
Generalised Lundberg equation
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Laplace transform
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Markov chain
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Markov-Kette
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Markovian arrival proccess
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Markovian arrival process
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Sparre Andersen risk model
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Landriault, David
2
Shi, Tianxiang
2
Dickson, David C.M.
1
Li, Shuanming
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Insurance: Mathematics and Economics
2
Insurance / Mathematics & economics
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ECONIS (ZBW)
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Occuptation times in the MAP risk model
Landriault, David
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 75-82
Persistent link: https://www.econbiz.de/10010484828
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2
Occupation times in the MAP risk model
Landriault, David
;
Shi, Tianxiang
- In:
Insurance: Mathematics and Economics
60
(
2015
)
C
,
pp. 75-82
risk model. We also identify the density of the total
duration
of
negative
surplus
and its individual contributions when …
Persistent link: https://www.econbiz.de/10011190003
Saved in:
3
The distributions of the time to reach a given level and the
duration
of
negative
surplus
in the Erlang(2) risk model
Dickson, David C.M.
;
Li, Shuanming
- In:
Insurance: Mathematics and Economics
52
(
2013
)
3
,
pp. 490-497
We study the distributions of [1] the first time that the surplus reaches a given level and [2] the
duration
of
…
negative
surplus
in a Sparre Andersen risk process with the inter-claim times being Erlang(2) distributed. These distributions …
Persistent link: https://www.econbiz.de/10010665832
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