On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843)
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scientific article; zbMATH DE number 6901155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula |
scientific article; zbMATH DE number 6901155 |
Statements
On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (English)
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11 July 2018
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Gerber-Shiu discounted penalty function
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dependence
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Farlie-Gumbel-Morgenstern copula
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integro-differential equation
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Laplace transform
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defective renewal equation
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ruin probability
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