The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6045131
@@ Property / zbMATH DE Number: 6045131 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+defective renewal equation
@@ Property / zbMATH Keywords: defective renewal equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Erlang \((n, \beta )\) annuity-related income distribution
+Normal rank
@@ Property / zbMATH Keywords @@
+expected discounted penalty function
@@ Property / zbMATH Keywords: expected discounted penalty function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+probability of ruin
@@ Property / zbMATH Keywords: probability of ruin / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Laplace transform of the time to ruin
@@ Property / zbMATH Keywords: Laplace transform of the time to ruin / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+two-sided jumps
@@ Property / zbMATH Keywords: two-sided jumps / rank @@
+Normal rank

Revision as of 21:50, 29 June 2023