On the discounted penalty function in the renewal risk model with general interclaim times (Q997079): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2006.08.005 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2006.08.005 / rank | |||
Normal rank | |||
Latest revision as of 12:02, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the discounted penalty function in the renewal risk model with general interclaim times |
scientific article |
Statements
On the discounted penalty function in the renewal risk model with general interclaim times (English)
0 references
19 July 2007
0 references
Sparre Andersen process
0 references
deficit at ruin
0 references
surplus at ruin
0 references
time of ruin
0 references
defective renewal equation
0 references
Gerber-Shiu function
0 references
residual lifetime distribution
0 references
compound geometric
0 references
higher-order equilibrium distribution
0 references
mixed Erlang distribution
0 references
exponential distribution
0 references
Laplace transform
0 references
0 references
0 references
