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- W2586441486 abstract "In this paper, we consider the distribution of the maximum surplus before ruin in a perturbed risk model with two independent classes of risks, in which both of the two inter-claim times have phase-type distributions. We obtain the integro-differential equations for the distribution of the maximum surplus before ruin. Explicit expressions are derived if the two classes claim amount distributions both belong to the rational family." @default.
- W2586441486 created "2017-02-17" @default.
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- W2586441486 date "2017-02-09" @default.
- W2586441486 modified "2023-10-12" @default.
- W2586441486 title "The maximum surplus before ruin for two classes of perturbed risk model" @default.
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- W2586441486 doi "https://doi.org/10.1080/00036811.2017.1288905" @default.
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