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A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications - MaRDI portal

A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications (Q3619671)

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A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications
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    A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications (English)
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    8 April 2009
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    adjustment coefficient
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    deficit at ruin
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    Lundberg condition
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    probability of ruin
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    reliability classes
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    renewal equation
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    stop-loss premium
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