On the distribution of the duration of negative surplus

Scandinavian Actuarial Journal

Volumn 1996, Issue 2, 1996, Pages 148-164

  Egídio Dos Reis, Alfredo D ^a   Dickson, David C M ^b  

^a University of Melbourne ^*  (Australia)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Discrete time model; Failure rate; Negative surplus; Recursive calculation; Ruin theory; Severity of ruin

Indexed keywords

EID: 85011499228     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1996.10413969     Document Type: Article

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