On the Discounted Penalty Function in a Perturbed Erlang Renewal Risk Model With Dependence

Mathematics

• Claim Size 100%
• Risk Model 100%
• Differential Equation 50%
• Defectives 50%
• Laplace Transform 50%
• Dependence Structure 50%
• Ruin Probability 50%
• Renewal Equation 50%
• Risk Process 50%
• Numerical Example 50%
• Diffusion Process 50%
• Explicit Expression 50%

Keyphrases

• Discounted Penalty Function 100%
• Gerber-Shiu Discounted Penalty Function 66%
• Generalized Lundberg's Equation 33%
• Expected Penalty Function 33%
• Expected Discounted Penalty Function 33%
• Risk Process 33%
• Laplace Transform 33%