Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims (Q511062): Difference between revisions

@@ Property / DOI @@
-.1007/s10255-012-0121-2
@@ Property / DOI: 10.1007/s10255-012-0121-2 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+K05
@@ Property / Mathematics Subject Classification ID: 60K05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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@@ Property / zbMATH DE Number @@
+6684528
@@ Property / zbMATH DE Number: 6684528 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotics
@@ Property / zbMATH Keywords: asymptotics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exponential claims
@@ Property / zbMATH Keywords: exponential claims / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Gerber-Shiu functions
@@ Property / zbMATH Keywords: Gerber-Shiu functions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+renewal risk model
@@ Property / zbMATH Keywords: renewal risk model / rank @@
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@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-012-0121-2
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+W2111259559
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@@ Property / cites work @@
+Functions of probability measures
@@ Property / cites work: Functions of probability measures / rank @@
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@@ Property / cites work @@
+Degeneracy properties of subcritical branching processes
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
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@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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@@ Property / cites work @@
+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of ruin probabilities by means of hazard rates
+Normal rank
@@ Property / cites work @@
+Non-Poissonian claims' arrivals and calculation of the probability of ruin
+Normal rank
@@ Property / cites work @@
+On the Constant in the Definition of Subexponential Distributions
+Normal rank
@@ Property / cites work @@
+Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in the renewal risk model with general interclaim times
+Normal rank
@@ Property / DOI @@
+.1007/S10255-012-0121-2
@@ Property / DOI: 10.1007/S10255-012-0121-2 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:511062