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

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Latest revision as of 20:01, 3 July 2024

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On the discounted penalty function in a discrete time renewal risk model with general interclaim times
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    On the discounted penalty function in a discrete time renewal risk model with general interclaim times (English)
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    22 February 2011
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    Sparre Andersen risk process
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    Gerber-Shiu function
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    recursive formula
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    generating function
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    mixture of geometric distributions
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