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On ruin for the Erlang(n) risk process [An article from: Insurance Mathematics and Economics]

Author S. Li, J. Garrido
Publisher Elsevier
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Book Details
PublisherElsevier
ISBN / ASINB000RQYIPK
ISBN-13978B000RQYIP2
MarketplaceFrance 🇫🇷

Description

This digital document is a journal article from Insurance Mathematics and Economics, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

Description:
A defective renewal equation is derived for the expected discounted penalty due at ruin, @f"@d(u)=E[e^-^@d^Tw(U(T^-),|U(T)|)I(T