of the deficit Probability generating function of ruin time a b s t r a c t In this paper we consider the discrete time stationary renewal risk model. We express the Gerber-Shiu discounted penalty function in the stationary renewal risk model in terms of the corresponding Gerber-Shiu function in th
β¦ LIBER β¦
On the discounted penalty function in a discrete time renewal risk model with general interclaim times
β Scribed by Wu, Xueyuan; Li, Shuanming
- Book ID
- 118247820
- Publisher
- Taylor and Francis Group
- Year
- 2009
- Tongue
- English
- Weight
- 172 KB
- Volume
- 2009
- Category
- Article
- ISSN
- 0346-1238
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