On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model
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Publication:722290
DOI10.1134/S1995080218030150zbMath1406.91199OpenAlexW2803035325WikidataQ129967404 ScholiaQ129967404MaRDI QIDQ722290
Publication date: 23 July 2018
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1995080218030150
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Cites Work
- On the analysis of ruin-related quantities in the delayed renewal risk model
- On the discounted penalty function in the renewal risk model with general interclaim times
- The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
- The proper distribution function of the deficit in the delayed renewal risk model
- Exponential and scale mixtures and equilibrium distributions
- The deficit at ruin in the stationary renewal risk model
- On the Time Value of Ruin
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