The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate (Q2494876)
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scientific article; zbMATH DE number 5038160
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| English | The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate |
scientific article; zbMATH DE number 5038160 |
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The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate (English)
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30 June 2006
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discounted penalty function
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ruin probability
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integro-differential equation
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surplus before ruin
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deficit at ruin
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0.8954806327819824
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0.8666344285011292
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