On the discounted penalty function in the renewal risk model with general interclaim times (Q997079)
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scientific article; zbMATH DE number 5173167
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| English | On the discounted penalty function in the renewal risk model with general interclaim times |
scientific article; zbMATH DE number 5173167 |
Statements
On the discounted penalty function in the renewal risk model with general interclaim times (English)
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19 July 2007
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Sparre Andersen process
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deficit at ruin
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surplus at ruin
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time of ruin
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defective renewal equation
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Gerber-Shiu function
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residual lifetime distribution
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compound geometric
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higher-order equilibrium distribution
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mixed Erlang distribution
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exponential distribution
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Laplace transform
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0.8831931948661804
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0.8804361820220947
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0.8775489330291748
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0.868198573589325
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