Expected discounted penalty function of Erlang(2) risk model with constant interest (Q854558): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s11766-003-0001-x / rank | |||
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| Property / OpenAlex ID: W1994369473 / rank | |||
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| Property / cites work: On the Time Value of Ruin / rank | |||
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| Property / cites work: The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. / rank | |||
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Latest revision as of 10:50, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected discounted penalty function of Erlang(2) risk model with constant interest |
scientific article |
Statements
Expected discounted penalty function of Erlang(2) risk model with constant interest (English)
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5 December 2006
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expected discounted penalty function
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Erlang(2) process
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interest rate
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integro-differential equation
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defective renewal equation
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Laplace transform
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