A class of Sparre Andersen risk process

DOI10.1007/S11464-010-0059-8zbMath1210.91057OpenAlexW2032313259MaRDI QIDQ610720

Hua Dong, Zai-Ming Liu

Publication date: 10 December 2010

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-010-0059-8

zbMATH Keywords

Laplace transformGerber-Shiu functionmixed Erlang distributiondefective renewal equationSparre Andersen risk process

Mathematics Subject Classification ID

Renewal theory (60K05)

Cites Work

• Unnamed Item
• On ruin for the Erlang \((n)\) risk process
• Ruin probabilities for Erlang (2) risk processes
• On the time to ruin for Erlang(2) risk processes.
• The Time Value of Ruin in a Sparre Andersen Model
• On a Class of Renewal Risk Processes
• Nonexponential asymptotics for the solutions of renewal equations, with applications

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