ASYMPTOTIC DISTRIBUTION OF THE DISCOUNTED PROPER DEFICIT IN THE DISCRETE TIME DELAYED RENEWAL MODEL

DOI10.4134/BKMS.2011.48.2.325zbMath1232.91340MaRDI QIDQ3169238

Jing Wang, Zhen-Hua Bao

Publication date: 28 April 2011

Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://www.mathnet.or.kr/mathnet/kms_content.php?no=402838

zbMATH Keywords

probability generating function of ruin timediscounted proper distribution of the deficitdiscrete time delayed renewal risk model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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