Compound geometric residual lifetime distributions and the deficit at ruin.
type: Item
instance of: scholarly article
title: Compound geometric residual lifetime distributions and the deficit at ruin.
zbMATH Open document ID: 1039.62097
DOI: 10.1016/S0167-6687(02)00122-1
author: Gordon E. Willmot
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 2004027
zbMATH Keywords: Sparre Andersen process
zbMATH Keywords: Renewal risk process
zbMATH Keywords: Failure rate
zbMATH Keywords: DFR
zbMATH Keywords: Mean residual lifetime
zbMATH Keywords: IMRL
zbMATH Keywords: NWU
zbMATH Keywords: NBU
zbMATH Keywords: Ladder height
zbMATH Keywords: Hyperexponential
zbMATH Keywords: Erlang
zbMATH Keywords: Lundberg approximation
zbMATH Keywords: Defective renewal equation
MaRDI profile type: Publication
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full work available at URL: s0167-6687(02)00122-1
OpenAlex ID: W1986265596
description: scientific article; zbMATH DE number 2004027