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Randomized observation periods for the compound Poisson risk model: the discounted penalty function - MaRDI portal

Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615)

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scientific article; zbMATH DE number 6239154
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Randomized observation periods for the compound Poisson risk model: the discounted penalty function
scientific article; zbMATH DE number 6239154

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    Randomized observation periods for the compound Poisson risk model: the discounted penalty function (English)
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    17 December 2013
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    compound Poisson risk model
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    Gerber-Shiu function
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    erlangization
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    defective renewal equation
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    discounted density
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