The distribution of discounted compound PH-renewal processes (Q1703019)
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scientific article; zbMATH DE number 6845823
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| English | The distribution of discounted compound PH-renewal processes |
scientific article; zbMATH DE number 6845823 |
Statements
The distribution of discounted compound PH-renewal processes (English)
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1 March 2018
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compound renewal sums
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PH distribution
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PH renewal process
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discounted aggregate claims
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inverse Laplace transform
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differential systems
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approximations
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risk measures
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Esscher's premiums
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