On the analysis of ruin-related quantities in the delayed renewal risk model (Q903333)
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scientific article; zbMATH DE number 6526558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the analysis of ruin-related quantities in the delayed renewal risk model |
scientific article; zbMATH DE number 6526558 |
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On the analysis of ruin-related quantities in the delayed renewal risk model (English)
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5 January 2016
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Gerber-Shiu function
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delayed renewal risk model
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time of ruin
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deficit at ruin
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maximal aggregate loss
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stochastic decomposition
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compound geometric convolution
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distributional assumption of time until the first claim
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0.8467630743980408
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0.8452282547950745
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0.8429528474807739
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0.842144787311554
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