Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190): Difference between revisions
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Revision as of 01:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models |
scientific article |
Statements
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (English)
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10 February 2012
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defective renewal equation
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compound geometric distribution
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ladder height
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Lundberg's fundamental equation
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generalized adjustment coefficient
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Cramer's asymptotic ruin formula
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Esscher transform
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last interclaim time
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NBU
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