On the discounted penalty function in the discrete time stationary renewal risk model
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Publication:964980
DOI10.1016/J.CAM.2009.12.048zbMath1186.91115OpenAlexW1993134380MaRDI QIDQ964980
Publication date: 21 April 2010
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2009.12.048
defective renewal equationdiscounted survival distribution of the deficitdiscrete time stationary renewal risk modelprobability generating function of ruin time
Cites Work
- The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
- On the discounted penalty function in the renewal risk model with general interclaim times
- Discounted probabilities and ruin theory in the compound binomial model
- On the discounted penalty function in a discrete time renewal risk model with general interclaim times
- On a class of discrete time renewal risk models
- Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
- On the Time Value of Ruin
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