On the discounted penalty function for claims having mixed exponential distribution (Q3591554)
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scientific article; zbMATH DE number 5189823
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| English | On the discounted penalty function for claims having mixed exponential distribution |
scientific article; zbMATH DE number 5189823 |
Statements
11 September 2007
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classical risk model
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time to ruin
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Gerber-Shiu discounted penalty function
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mixed exponential distribution
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0.8966854214668274
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0.8428650498390198
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0.8414104580879211
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