Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190)

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Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
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    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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