Analysis of a defective renewal equation arising in ruin theory

Insurance: Mathematics and Economics

Volumn 25, Issue 1, 1999, Pages 63-84

  Lin, X Sheldon ^a   Willmot, Gordon E ^b  

^a UNIVERSITY OF IOWA   (United States)

^b UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Compound geometric; Deficit; Equilibrium distributions; Failure rate; Mean residual lifetime; Surplus; Tijms approximations; Time of ruin

Indexed keywords

EID: 0001973398     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00026-8     Document Type: Article

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