A generalized defective renewal equation for the surplus process perturbed by diffusion.
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Publication:1413299
DOI10.1016/S0167-6687(01)00096-8zbMath1074.91563OpenAlexW2027640214MaRDI QIDQ1413299
Cary Chi-Liang Tsai, Gordon E. Willmot
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(01)00096-8
Asymptotic formulaDiffusion processDefective renewal equationAssociated claim size distributionReliability-based classSurplus process
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