The distribution of discounted compound PH-renewal processes (Q1703019)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of discounted compound PH-renewal processes |
scientific article |
Statements
The distribution of discounted compound PH-renewal processes (English)
0 references
1 March 2018
0 references
compound renewal sums
0 references
PH distribution
0 references
PH renewal process
0 references
discounted aggregate claims
0 references
inverse Laplace transform
0 references
differential systems
0 references
approximations
0 references
risk measures
0 references
Esscher's premiums
0 references
