The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339): Difference between revisions
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English | The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. |
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The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English)
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14 February 2004
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ruin
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integro-differential equation
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Lundberg equation
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renewal equation
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compound geometric
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time of ruin
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surplus before ruin
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deficit at ruin
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exponential distribution
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mixture of exponentials
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stationary renewal risk process
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Sparre Andersen process
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