On the discounted penalty function in a discrete time renewal risk model with general interclaim times (Q3077742): Difference between revisions

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+https://doi.org/10.1080/03461230802420595
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+W2024839702
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+Discounted probabilities and ruin theory in the compound binomial model
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+On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
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+On a class of discrete time renewal risk models
@@ Property / cites work: On a class of discrete time renewal risk models / rank @@
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+Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
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+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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+Non-Poissonian claims' arrivals and calculation of the probability of ruin
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+The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
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+On the Ruin Probability Under a Class of Risk Processes
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+On the discounted penalty function in the renewal risk model with general interclaim times
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