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Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model - MaRDI portal

Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744)

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Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model
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    Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (English)
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    3 September 2007
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    time of ruin
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    deficit at ruin
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    surplus prior to ruin
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    defective renewal equation
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    functional approach
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