Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk model with Erlang(\(n\)) claims
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Publication:1936140
DOI10.1016/j.cam.2012.11.005zbMath1264.91076OpenAlexW2077998003MaRDI QIDQ1936140
Chunming Zhao, Chun-sheng Zhang
Publication date: 21 February 2013
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2012.11.005
Stochastic processes (60G99) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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