On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution (Q998274)
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scientific article; zbMATH DE number 5499585
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| English | On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution |
scientific article; zbMATH DE number 5499585 |
Statements
On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution (English)
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28 January 2009
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renewal risk model
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expected discounted penalty function
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defective renewal equation
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arbitrary interclaim times
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coxian distributions
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0.8971849679946899
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0.8918830752372742
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0.8881475925445557
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0.8870391249656677
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0.8755413889884949
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