The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Gerber-Shiu function and the generalized Cramér-Lundberg model |
scientific article |
Statements
The Gerber-Shiu function and the generalized Cramér-Lundberg model (English)
0 references
11 June 2012
0 references
defective renewal equation
0 references
Erlang \((n, \beta )\) annuity-related income distribution
0 references
expected discounted penalty function
0 references
probability of ruin
0 references
Laplace transform of the time to ruin
0 references
two-sided jumps
0 references