Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190)
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scientific article; zbMATH DE number 6004677
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| English | Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models |
scientific article; zbMATH DE number 6004677 |
Statements
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (English)
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10 February 2012
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defective renewal equation
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compound geometric distribution
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ladder height
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Lundberg's fundamental equation
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generalized adjustment coefficient
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Cramer's asymptotic ruin formula
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Esscher transform
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last interclaim time
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NBU
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0.88281035
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0.8309256
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0.8231825
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0.82307935
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0.8172537
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0.8138034
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0.81038356
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0.8101224
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0.8094208
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