A discrete-time ruin model with dependence between interclaim arrivals and claim sizes (Q1625734)
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scientific article; zbMATH DE number 6986832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discrete-time ruin model with dependence between interclaim arrivals and claim sizes |
scientific article; zbMATH DE number 6986832 |
Statements
A discrete-time ruin model with dependence between interclaim arrivals and claim sizes (English)
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29 November 2018
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dependence
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Gerber-Shiu discounted penalty function
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defective renewal equation
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Lundberg's equation
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0.9523268
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0.9399826
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0.93785524
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0.93273056
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0.9312499
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0.9254672
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0.91696924
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