On the Integrated Tail of the Deficit in the Renewal Risk Model
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| 024 | 7 | 0 | |a 10.1007/s11009-013-9381-4 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s11009-013-9381-4 | ||
| 100 | 1 | |a Psarrakos |D Georgios |u Department of Statistics and Insurance Science, University of Piraeus, 80 Karaoli and Demetriou Street, Piraeus, Greece |4 aut | |
| 245 | 1 | 0 | |a On the Integrated Tail of the Deficit in the Renewal Risk Model |h [Elektronische Daten] |c [Georgios Psarrakos] |
| 520 | 3 | |a Let G(x, y) be the distribution of the deficit at the time of ruin in the renewal risk model. In this paper, we derive a geometric convolution representation for a function related to the integrated tail of the deficit. This integrated tail is a generalization of the stop loss-premium of the ruin probability, and the proposed convolution is a generalization of the equilibrium distribution of a compound geometric distribution (probability of non-ruin). | |
| 540 | |a Springer Science+Business Media New York, 2013 | ||
| 690 | 7 | |a Compound geometric distribution |2 nationallicence | |
| 690 | 7 | |a Defective renewal equation |2 nationallicence | |
| 690 | 7 | |a NWU (NBU) |2 nationallicence | |
| 690 | 7 | |a NWUC (NBUC) |2 nationallicence | |
| 690 | 7 | |a NWUE (NBUE) |2 nationallicence | |
| 690 | 7 | |a Ladder height |2 nationallicence | |
| 690 | 7 | |a Ruin probability |2 nationallicence | |
| 690 | 7 | |a Stop loss premium |2 nationallicence | |
| 690 | 7 | |a Deficit at ruin |2 nationallicence | |
| 773 | 0 | |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/2(2015-06-01), 497-513 |x 1387-5841 |q 17:2<497 |1 2015 |2 17 |o 11009 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s11009-013-9381-4 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s11009-013-9381-4 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Psarrakos |D Georgios |u Department of Statistics and Insurance Science, University of Piraeus, 80 Karaoli and Demetriou Street, Piraeus, Greece |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/2(2015-06-01), 497-513 |x 1387-5841 |q 17:2<497 |1 2015 |2 17 |o 11009 | ||