On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On orderings and bounds in a generalized Sparre Andersen risk model
scientific article

    Statements

    On orderings and bounds in a generalized Sparre Andersen risk model (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    15 November 2013
    0 references
    Gerber-Shiu function
    0 references
    Sparre Andersen risk model
    0 references
    last interclaim time
    0 references
    claim causing ruin
    0 references
    last ladder height
    0 references
    stochastic ordering
    0 references
    NBU
    0 references
    NWU
    0 references

    Identifiers