The discounted penalty function of a risk model with two dependent classes of risk processes (Q5399992)
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scientific article; zbMATH DE number 6263807
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| English | The discounted penalty function of a risk model with two dependent classes of risk processes |
scientific article; zbMATH DE number 6263807 |
Statements
28 February 2014
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ruin probability
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Poisson-geometric process
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generalized Erlang(\(n\)) process
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discounted penalty function
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Laplace transform
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0.9254691004753112
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0.9004579782485962
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0.8978245258331299
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