| Title |
Asymptotic behavior of the Gerber–Shiu discounted penalty function in the Erlang(2) risk process with subexponential claims |
| Authors |
Kočetova, Jelena ; Šiaulys, Jonas |
| DOI |
10.15388/NA.16.3.14095 |
| Full Text |
|
| Is Part of |
Nonlinear analysis : modelling and control.. Vilnius : Institute of Mathematics and Informatics. 2011, vol. 16, no. 3, p. 315-331.. ISSN 1392-5113 |
| Keywords [eng] |
Gerber–Shiu discounted penalty function ; Subexponential claim sizes ; Defective renewal equation |
| Published |
Vilnius : Institute of Mathematics and Informatics |
| Type |
Journal article |
| Language |
English |
| Publication date |
2011 |
| CC license |
|
