ASYMPTOTIC DISTRIBUTION OF THE DISCOUNTED PROPER DEFICIT IN THE DISCRETE TIME DELAYED RENEWAL MODEL (Q3169238)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC DISTRIBUTION OF THE DISCOUNTED PROPER DEFICIT IN THE DISCRETE TIME DELAYED RENEWAL MODEL |
scientific article |
Statements
ASYMPTOTIC DISTRIBUTION OF THE DISCOUNTED PROPER DEFICIT IN THE DISCRETE TIME DELAYED RENEWAL MODEL (English)
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28 April 2011
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discrete time delayed renewal risk model
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discounted proper distribution of the deficit
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probability generating function of ruin time
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