On the discounted penalty function in a discrete time renewal risk model with general interclaim times
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461230802420595
Reference9 articles.
1. Discounted probabilities and ruin theory in the compound binomial model
2. On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
3. On a class of discrete time renewal risk models
4. Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
5. On a general class of renewal risk process: analysis of the Gerber-Shiu function
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