A new proof for a known result in risk theory

DOI10.1016/S0377-0427(77)80021-6zbMath0372.60122OpenAlexW2072241288MaRDI QIDQ1243999

F. Etienne De Vylder

Publication date: 1977

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(77)80021-6

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items

Inequality extensions of Prabhu's formula in ruin theory ⋮ Inversed martingales in risk theory

Cites Work

• A class of very regular distribution functions and corresponding ruin probabilities
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