Analysis of a defective renewal equation arising in ruin theory

DOI10.1016/S0167-6687(99)00026-8zbMath1028.91556WikidataQ127207443 ScholiaQ127207443MaRDI QIDQ1962817

X. Sheldon Lin, Gordon E. Willmot

Publication date: 31 January 2000

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

failure rateequilibrium distributionstime of ruindeficitmean residual lifetimecompound geometricTijms approximations

Mathematics Subject Classification ID

Renewal theory (60K05)

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Cites Work

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