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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    On a general class of renewal risk process: analysis of the Gerber-Shiu function
    scientific article; zbMATH DE number 2214596

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      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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