Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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Publication:2868615
DOI10.1080/03461238.2011.624686zbMath1401.91089OpenAlexW2093228045MaRDI QIDQ2868615
Eric C. K. Cheung, Stefan Thonhauser, Hansjoerg Albrecher
Publication date: 17 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/144575
Gerber-Shiu functioncompound Poisson risk modeldefective renewal equationerlangizationdiscounted density
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