On the time value of absolute ruin with debit interest (Q3590742)
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scientific article; zbMATH DE number 5186217
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| default for all languages | No label defined |
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| English | On the time value of absolute ruin with debit interest |
scientific article; zbMATH DE number 5186217 |
Statements
On the time value of absolute ruin with debit interest (English)
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3 September 2007
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Compound Poisson process
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defective renewal equation
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key renewal theorem
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absolute ruin
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deficit at absolute ruin
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Gerber-Shiu function
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debit interest
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subexponential
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0.8862717151641846
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0.8658993244171143
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0.8630762100219727
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0.852827250957489
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0.8445023894309998
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