On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula (Q4576843)
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scientific article; zbMATH DE number 6901155
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| English | On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula |
scientific article; zbMATH DE number 6901155 |
Statements
On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (English)
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11 July 2018
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Gerber-Shiu discounted penalty function
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dependence
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Farlie-Gumbel-Morgenstern copula
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integro-differential equation
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Laplace transform
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defective renewal equation
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ruin probability
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0.9121700525283812
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0.8991183042526245
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0.8945246338844299
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0.8919884562492371
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