The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292): Difference between revisions

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Latest revision as of 17:11, 9 December 2024

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The Gerber-Shiu function and the generalized Cramér-Lundberg model
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    The Gerber-Shiu function and the generalized Cramér-Lundberg model (English)
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    11 June 2012
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    defective renewal equation
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    Erlang \((n, \beta )\) annuity-related income distribution
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    expected discounted penalty function
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    probability of ruin
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    Laplace transform of the time to ruin
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    two-sided jumps
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