On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420)
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scientific article; zbMATH DE number 6227411
| Language | Label | Description | Also known as |
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| English | On orderings and bounds in a generalized Sparre Andersen risk model |
scientific article; zbMATH DE number 6227411 |
Statements
On orderings and bounds in a generalized Sparre Andersen risk model (English)
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15 November 2013
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Gerber-Shiu function
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Sparre Andersen risk model
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last interclaim time
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claim causing ruin
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last ladder height
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stochastic ordering
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NBU
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NWU
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0.8234413862228394
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0.8143901824951172
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0.8075230717658997
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0.7995613217353821
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