On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution (Q998274)
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scientific article; zbMATH DE number 5499585
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution |
scientific article; zbMATH DE number 5499585 |
Statements
On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution (English)
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28 January 2009
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renewal risk model
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expected discounted penalty function
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defective renewal equation
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arbitrary interclaim times
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coxian distributions
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