Asymptotic behavior of the Gerber-Shiu discounted penalty function in the Erlang(2) risk process with subexponential claims (Q4920772)
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scientific article; zbMATH DE number 6164902
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| English | Asymptotic behavior of the Gerber-Shiu discounted penalty function in the Erlang(2) risk process with subexponential claims |
scientific article; zbMATH DE number 6164902 |
Statements
22 May 2013
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Gerber-Shiu discounted penalty function
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subexponential claim sizes
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defective renewal equation
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0.8702596426010132
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0.8663669228553772
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0.8531738519668579
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0.8464788198471069
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