Some Remarks on Delayed Renewal Risk Models

DOI10.2143/AST.40.1.2049225zbMath1230.91083MaRDI QIDQ3569711

Jae-Kyung Woo

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

zbMATH Keywords

Gerber-Shiu function; last interclaim time; delayed renewal risk model; last ladder height; Cramér's asymptotic ruin formula

Mathematics Subject Classification ID

60K10: Applications of renewal theory (reliability, demand theory, etc.)

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