An asymptotic relationship of the Gerber-Shiu discount penalty function in the compound binomial risk model

zbMATH Open1150.62448MaRDI QIDQ3500538FDOQ3500538

Authors: Rizhao Gong, Jiezhong Zou 

Publication date: 3 June 2008

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Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cited In (2)

• On the Gerber–Shiu function with random discount rate
• Pollazek-Khinchin formula for the ruin probability in compound binominal risk model

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