On the complete monotonicity of the compound geometric convolution with applications in risk theory (Q4576842)
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scientific article; zbMATH DE number 6901154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the complete monotonicity of the compound geometric convolution with applications in risk theory |
scientific article; zbMATH DE number 6901154 |
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On the complete monotonicity of the compound geometric convolution with applications in risk theory (English)
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11 July 2018
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complete monotonicity
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compound geometric convolution
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Pollaczeck-Khinchine formula
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ruin probability
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Sparre Andersen model
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