*0011406412
*008060130s2005    xx#           000 0 eng
*019  $bk
*100  $aBadescu, Andrei L.$uDepartment of Statistics & Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada$_158780600
*245  $aThe surplus prior to ruin and the deficit at ruin for a correlated risk process
*300  $aS. [433]-445 : ill.
*500  $aVitenskapelig artikkel
*5208 $aInneholder sammendrag
*653  $aMarkovian arrival process$9eng$_158780700
*653  $aSparre-Andersen risk model$9eng$_158780800
*653  $acorrelated claims$9eng$_157812000
*653  $adeficit at ruin$9eng$_157811200
*653  $afluid queues$9eng$_157812100
*653  $amatrix analytic methods$9eng$_158780900
*653  $aphase-type distribution$9eng$_158781000
*653  $asurplus immediately prior to ruin$9eng$_158781100
*700  $aBreuer, Lothar;$uDepartment IV-Computer Science, University of Trier, Trier, Germany$_157812500
*700  $aDrekic, Steve;$uDepartment of Statistics & Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada$_156817400
*700  $aLatouche, Guy;$uDépartement d'Informatique-CP 212, Université Libre de Bruxelles, Bruxelles, Belgium$_157812700
*700  $aStanford, David A.$uDepartment of Statistical & Actuarial Sciences, University of Western Ontario, London, Ontario, Canada ; stanford@stats.uwo.ca$_156817500
*773  $tScandinavian actuarial journal$gNo. 6 (2005)$x0346-1238$w(NO-LaBS)941286(tnr)
*999  $z600382921$anorart:600382921
^