On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783)
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scientific article; zbMATH DE number 2245238
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| English | On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times |
scientific article; zbMATH DE number 2245238 |
Statements
On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (English)
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10 January 2006
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Renewal risk model
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Dividend barrier
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Present value of dividend payments
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Moment-generating function
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0.8778868913650513
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0.8769563436508179
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0.8664654493331909
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0.8646271824836731
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0.8597674369812012
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