Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744)
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scientific article; zbMATH DE number 5186219
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| English | Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model |
scientific article; zbMATH DE number 5186219 |
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Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (English)
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3 September 2007
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time of ruin
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deficit at ruin
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surplus prior to ruin
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defective renewal equation
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functional approach
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0.84126216173172
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0.835983157157898
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0.8328892588615417
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0.8235218524932861
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0.822787344455719
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