On the analysis of ruin-related quantities in the delayed renewal risk model
DOI10.1016/j.insmatheco.2015.10.011zbMath1348.91158OpenAlexW2194531706MaRDI QIDQ903333
So-Yeun Kim, Gordon E. Willmot
Publication date: 5 January 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.10.011
stochastic decompositionGerber-Shiu functiondeficit at ruintime of ruindelayed renewal risk modelcompound geometric convolutiondistributional assumption of time until the first claimmaximal aggregate loss
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Cites Work
- A note on a class of delayed renewal risk processes
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- On the Time Value of Ruin
- Loss Models
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