Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times

ASTIN Bulletin

Volumn 34, Issue 2, 2004, Pages 315-332

  Avram, F ^a   Usabel M ^b  

^a UNIVERSITÉ DE PAU ET DES PAYS DE L'ADOUR   (France)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

deficit at ruin; exponentially killed ruin probability; Finite time ruin probability; phase type distributions; Sparre Andersen Model

Indexed keywords

EID: 85011444739     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.1017/S0515036100013714     Document Type: Article

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