On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843)
From MaRDI portal
scientific article; zbMATH DE number 6901155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula |
scientific article; zbMATH DE number 6901155 |
Statements
On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (English)
0 references
11 July 2018
0 references
Gerber-Shiu discounted penalty function
0 references
dependence
0 references
Farlie-Gumbel-Morgenstern copula
0 references
integro-differential equation
0 references
Laplace transform
0 references
defective renewal equation
0 references
ruin probability
0 references
