On the expected discounted penalty function for a risk model with two classes of claims and random incomes (Q2944369)
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scientific article; zbMATH DE number 6477473
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| English | On the expected discounted penalty function for a risk model with two classes of claims and random incomes |
scientific article; zbMATH DE number 6477473 |
Statements
1 September 2015
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compound Poisson risk model
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Erlang risk process
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expected discounted penalty function
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random income
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defective renewal equations
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0.9035128355026244
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0.8806477785110474
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0.8798245191574097
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0.8739978671073914
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