On the Gerber–Shiu function with random discount rate

DOI10.1080/03610926.2014.988265zbMath1360.62067OpenAlexW2525357371MaRDI QIDQ2980055

Houchun Wang, Nengxiang Ling

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.988265

zbMATH Keywords

asymptotic formularenewal equationGerber-Shiu functionrandom discount rate

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Renewal theory (60K05)

Related Items (2)

On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives

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