The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function.

被引:0
|
作者
Pavlova, KP
Willmot, GE
机构
来源
INSURANCE MATHEMATICS & ECONOMICS | 2003年 / 33卷 / 02期
关键词
compound geometric model; deficit at ruin; discrete renewal equation; penalty function; surplus prior to ruin; time of ruin;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
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页码:440 / 440
页数:1
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