Approximations for the finite time ruin probabilities of the renewal phase-type model

被引:0
|
作者
Avram, F
机构
来源
INSURANCE MATHEMATICS & ECONOMICS | 2003年 / 32卷 / 01期
关键词
first time passage problem; phase-distributions; Wiener-Hopf;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
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页码:157 / 158
页数:2
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