Some Remarks on Delayed Renewal Risk Models
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Publication:3569711
DOI10.2143/AST.40.1.2049225zbMath1230.91083MaRDI QIDQ3569711
Publication date: 21 June 2010
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.40.1.2049225
Gerber-Shiu function; last interclaim time; delayed renewal risk model; last ladder height; Cramér's asymptotic ruin formula
60K10: Applications of renewal theory (reliability, demand theory, etc.)
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