The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292)
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scientific article; zbMATH DE number 6045131
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| English | The Gerber-Shiu function and the generalized Cramér-Lundberg model |
scientific article; zbMATH DE number 6045131 |
Statements
The Gerber-Shiu function and the generalized Cramér-Lundberg model (English)
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11 June 2012
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defective renewal equation
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Erlang \((n, \beta )\) annuity-related income distribution
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expected discounted penalty function
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probability of ruin
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Laplace transform of the time to ruin
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two-sided jumps
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0.8520765900611877
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0.843338668346405
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0.8412729501724243
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0.8406516909599304
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0.833808958530426
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