On a discrete-time risk model with delayed claims and dividends (Q4921212)
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scientific article; zbMATH DE number 6165393
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On a discrete-time risk model with delayed claims and dividends |
scientific article; zbMATH DE number 6165393 |
Statements
On a discrete-time risk model with delayed claims and dividends (English)
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23 May 2013
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by-claim
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claim causing ruin
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compound binomial risk model
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deficit at ruin
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Gerber-Shiu function
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Main claim
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randomized dividend
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ruin probability
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surplus immediately before ruin
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0.8871299028396606
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0.8869063258171082
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0.8826845288276672
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0.876338541507721
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0.8581144213676453
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