On a general class of renewal risk process: analysis of the Gerber-Shiu function (Q5697205): Difference between revisions

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Latest revision as of 16:29, 10 June 2024

scientific article; zbMATH DE number 2214596
Language Label Description Also known as
English
On a general class of renewal risk process: analysis of the Gerber-Shiu function
scientific article; zbMATH DE number 2214596

    Statements

    On a general class of renewal risk process: analysis of the Gerber-Shiu function (English)
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    17 October 2005
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    Sparre Andersen risk process
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    \(K_n\) family of distributions
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    martingale
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    Laplace transform
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    generalized Lundberg equation
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    defective renewal equations
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