Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model (Q5414498)
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scientific article; zbMATH DE number 6292432
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English | Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model |
scientific article; zbMATH DE number 6292432 |
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Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model (English)
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6 May 2014
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PH(\(n\)) risk model
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multiple roots
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eigenvectors
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linear independence
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Lundberg fundamental equation
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Gerber-Shiu penalty function
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