The proper distribution function of the deficit in the delayed renewal risk model (Q2866281)
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scientific article; zbMATH DE number 6238135
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| English | The proper distribution function of the deficit in the delayed renewal risk model |
scientific article; zbMATH DE number 6238135 |
Statements
The proper distribution function of the deficit in the delayed renewal risk model (English)
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13 December 2013
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Gerber-Shiu function
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delayed renewal risk model
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deficit at ruin
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compound geometric convolution
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Lundberg's fundamental equation
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exponential
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mixed Erlang
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0.8489073514938354
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0.8452282547950745
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0.8439087867736816
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0.8168225884437561
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0.8144035935401917
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