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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    The proper distribution function of the deficit in the delayed renewal risk model
    scientific article; zbMATH DE number 6238135

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      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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