On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula
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Publication:4576843
DOI10.1080/03461238.2012.663730zbMath1401.91107OpenAlexW2129898321MaRDI QIDQ4576843
Stathis Chadjiconstantinidis, Spyridon D. Vrontos
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2012.663730
Laplace transformintegro-differential equationruin probabilitydependencedefective renewal equationGerber-Shiu discounted penalty functionFarlie-Gumbel-Morgenstern copula
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