On a general class of renewal risk process: analysis of the Gerber-Shiu function

DOI10.1239/aap/1127483750zbMath1077.60063MaRDI QIDQ5697205

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Publication date: 17 October 2005

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1127483750

zbMATH Keywords

Laplace transform; martingale; generalized Lundberg equation; Sparre Andersen risk process; defective renewal equations; \(K_n\) family of distributions

Mathematics Subject Classification ID

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60K05: Renewal theory

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