On the discounted penalty function in the renewal risk model with general interclaim times (Q997079): Difference between revisions

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Revision as of 11:36, 26 June 2024

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On the discounted penalty function in the renewal risk model with general interclaim times
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    On the discounted penalty function in the renewal risk model with general interclaim times (English)
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    19 July 2007
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    Sparre Andersen process
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    deficit at ruin
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    surplus at ruin
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    time of ruin
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    defective renewal equation
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    Gerber-Shiu function
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    residual lifetime distribution
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    compound geometric
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    higher-order equilibrium distribution
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    mixed Erlang distribution
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    exponential distribution
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    Laplace transform
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