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

DOI10.1239/aap/1127483750zbMath1077.60063OpenAlexW2073891680MaRDI QIDQ5697205

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Publication date: 17 October 2005

Published in: Unnamed Author (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

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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