The expected discounted penalty function under a renewal risk model with stochastic income
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Publication:434650
DOI10.1016/j.amc.2011.11.101zbMath1242.60089MaRDI QIDQ434650
Publication date: 16 July 2012
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2011.11.101
Laplace transform; stochastic income; defective renewal equation; Gerber-Shiu discounted penalty function
60K25: Queueing theory (aspects of probability theory)
60K15: Markov renewal processes, semi-Markov processes
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