On a class of discrete time renewal risk models
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Publication:3440861
DOI10.1080/03461230510009745zbMath1142.91043MaRDI QIDQ3440861
Publication date: 29 May 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230510009745
generating function; martingale; recursive formula; generalized Lundberg equation; Sparre Andersen risk process; \(K_m\) family of distributions
60K15: Markov renewal processes, semi-Markov processes
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