The proper distribution function of the deficit in the delayed renewal risk model
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Publication:2866281
DOI10.1080/03461231003611958zbMath1277.60142OpenAlexW2111084506MaRDI QIDQ2866281
Gordon E. Willmot, So-Yeun Kim
Publication date: 13 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461231003611958
exponentialGerber-Shiu functiondeficit at ruinmixed ErlangLundberg's fundamental equationdelayed renewal risk modelcompound geometric convolution
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)
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On the analysis of ruin-related quantities in the delayed renewal risk model, On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model
Cites Work
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