On the discounted penalty function in a perturbed Erlang renewal risk model with dependence

DOI10.1007/s11009-022-09944-3zbMath1496.60106OpenAlexW4214503990MaRDI QIDQ2152224

Publication date: 7 July 2022

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-022-09944-3

zbMATH Keywords

copulas diffusion process penalty function ruin theory renewal equation Erlang distribution convolution formula aggregate risk process

Mathematics Subject Classification ID

Renewal theory (60K05) Actuarial mathematics (91G05)

Related Items (2)

The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ EXTENSION OF THE COMPOUND POISSON MODEL VIA THE SPEARMAN COPULA

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Cites Work

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