Journal article

A review of discrete-time risk models

Shuanming Li, Yi Lu, Jose Garrido

Real Academia de Ciencias Exactas, Fisicas y Naturales. Revista. Serie A, Matematicas | REAL ACAD CIENCIAS EXACTAS FISICAS & NATURALES | Published : 2009

DOI: 10.1007/BF03191910

University of Melbourne Researchers

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20Web of Science
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Keywords

Compound Markov Binomial Model
Physical Sciences
Sparre Andersen Risk Model
Science & Technology - Other Topics
Surplus
Ruin Probability
Mathematics
Deficit at Ruin
Phase-Type Distribution
Compound Binomial Model
Gerber-Shiu Function
Representation
Discrete-Time Risk Model
K(m) Family of Distributions
Science & Technology
Ruin Probabilities
Multidisciplinary Sciences
Surplus Before Ruin
Discounted Penalty-Function