The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238)
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scientific article; zbMATH DE number 5669197
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| English | The Gerber-Shiu penalty functions for two classes of renewal risk processes |
scientific article; zbMATH DE number 5669197 |
Statements
The Gerber-Shiu penalty functions for two classes of renewal risk processes (English)
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12 February 2010
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two classes of renewal risk processes
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Gerber-Shiu penalty function
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generalized Lundberg's fundamental equation
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phase-type distribution
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rational family
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0.9065549969673156
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0.9009559750556946
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0.8892247676849365
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