On the Gerber-Shiu discounted penalty function for subexponential claims (Q2471655)
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scientific article; zbMATH DE number 5236527
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| English | On the Gerber-Shiu discounted penalty function for subexponential claims |
scientific article; zbMATH DE number 5236527 |
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On the Gerber-Shiu discounted penalty function for subexponential claims (English)
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18 February 2008
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classical Lundberg's model
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subexponential distributions
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ruin probability
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discounted penalty function
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0.8733436465263367
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0.8663669228553772
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0.850505530834198
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0.8433756232261658
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0.8428650498390198
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