On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1002/asmb.837 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2162001672 / rank | |||
Normal rank | |||
Revision as of 23:39, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On orderings and bounds in a generalized Sparre Andersen risk model |
scientific article |
Statements
On orderings and bounds in a generalized Sparre Andersen risk model (English)
0 references
15 November 2013
0 references
Gerber-Shiu function
0 references
Sparre Andersen risk model
0 references
last interclaim time
0 references
claim causing ruin
0 references
last ladder height
0 references
stochastic ordering
0 references
NBU
0 references
NWU
0 references
