Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model
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Publication:5414498
DOI10.1002/asmb.899zbMath1286.91067MaRDI QIDQ5414498
Publication date: 6 May 2014
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.899
eigenvectors; multiple roots; linear independence; Gerber-Shiu penalty function; Lundberg fundamental equation; PH(\(n\)) risk model
60K10: Applications of renewal theory (reliability, demand theory, etc.)
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