Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model (Q5414498): Difference between revisions

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Property / cites work: On the discounted penalty function in a Markov-dependent risk model / rank
 
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Property / cites work: The distribution of total dividend payments in a Sparre Andersen model / rank
 
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Property / cites work: The time to ruin for a class of Markov additive risk process with two-sided jumps / rank
 
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Latest revision as of 12:26, 8 July 2024

scientific article; zbMATH DE number 6292432
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English
Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model
scientific article; zbMATH DE number 6292432

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    Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model (English)
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    6 May 2014
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    PH(\(n\)) risk model
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    multiple roots
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    eigenvectors
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    linear independence
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    Lundberg fundamental equation
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    Gerber-Shiu penalty function
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