On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420): Difference between revisions

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On orderings and bounds in a generalized Sparre Andersen risk model
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    On orderings and bounds in a generalized Sparre Andersen risk model (English)
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    15 November 2013
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    Gerber-Shiu function
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    Sparre Andersen risk model
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    last interclaim time
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    claim causing ruin
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    last ladder height
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    stochastic ordering
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    NBU
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    NWU
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