Asmussen, Soren; Avram, Florin; Usabel, Miguel - International Actuarial Association / Actuarial Studies … - 2002
ruin before time T. Numeri-
cal examples are given, including a combination with extrapolation.
KEYWORDS
Erlang … expiration, extrapolation, rmite time ruin probabilities, fluid model, phase-
type distributions, semi-Markov embedding.
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