On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the discounted penalty function in a perturbed Erlang renewal risk model with dependence |
scientific article |
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On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (English)
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7 July 2022
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ruin theory
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aggregate risk process
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renewal equation
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convolution formula
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diffusion process
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Erlang distribution
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copulas
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penalty function
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