On the complete monotonicity of the compound geometric convolution with applications in risk theory
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Publication:4576842
DOI10.1080/03461238.2011.647061zbMath1401.91114OpenAlexW1998056163MaRDI QIDQ4576842
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Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2011.647061
ruin probabilitycomplete monotonicitySparre Andersen modelPollaczeck-Khinchine formulacompound geometric convolution
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