Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328)

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scientific article; zbMATH DE number 2004027
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Compound geometric residual lifetime distributions and the deficit at ruin.
scientific article; zbMATH DE number 2004027

    Statements

    Compound geometric residual lifetime distributions and the deficit at ruin. (English)
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    16 November 2003
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    Sparre Andersen process
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    Renewal risk process
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    Failure rate
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    DFR
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    Mean residual lifetime
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    IMRL
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    NWU
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    NBU
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    Ladder height
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    Hyperexponential
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    Erlang
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    Lundberg approximation
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    Defective renewal equation
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