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On the discounted penalty function in the discrete time stationary renewal risk model - MaRDI portal

On the discounted penalty function in the discrete time stationary renewal risk model (Q964980)

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scientific article; zbMATH DE number 5696604
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English
On the discounted penalty function in the discrete time stationary renewal risk model
scientific article; zbMATH DE number 5696604

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    On the discounted penalty function in the discrete time stationary renewal risk model (English)
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    21 April 2010
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    defective renewal equation
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    discrete time stationary renewal risk model
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    discounted survival distribution of the deficit
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    probability generating function of ruin time
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