On a general class of renewal risk process: analysis of the Gerber-Shiu function (Q5697205)
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scientific article; zbMATH DE number 2214596
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| English | On a general class of renewal risk process: analysis of the Gerber-Shiu function |
scientific article; zbMATH DE number 2214596 |
Statements
On a general class of renewal risk process: analysis of the Gerber-Shiu function (English)
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17 October 2005
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Sparre Andersen risk process
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\(K_n\) family of distributions
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martingale
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Laplace transform
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generalized Lundberg equation
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defective renewal equations
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0.8952474594116211
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0.8775489330291748
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0.8749187588691711
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0.87412428855896
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0.8707100749015808
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