Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190): 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/10.1016/j.insmatheco.2009.05.009 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2087307314 / rank | |||
Normal rank | |||
Revision as of 21:33, 19 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)
0 references
10 February 2012
0 references
defective renewal equation
0 references
compound geometric distribution
0 references
ladder height
0 references
Lundberg's fundamental equation
0 references
generalized adjustment coefficient
0 references
Cramer's asymptotic ruin formula
0 references
Esscher transform
0 references
last interclaim time
0 references
NBU
0 references
