Necessary and sufficient condition for the boundedness of the Gerber-Shiu function in dependent Sparre Andersen model (Q2937527)
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scientific article; zbMATH DE number 6385280
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| English | Necessary and sufficient condition for the boundedness of the Gerber-Shiu function in dependent Sparre Andersen model |
scientific article; zbMATH DE number 6385280 |
Statements
9 January 2015
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integral equation
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Gerber-Shiu function
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necessary and sufficient condition
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Sparre Andersen risk process
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0.8499180674552917
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0.8100169897079468
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0.7762480974197388
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0.7689517736434937
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