A Note on the Convexity of Ruin Probabilities
Copyright policy )A Note on the Convexity of Ruin Probabilities
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- University of Nebraska System United States
- Central Washington University United States
- University of Waterloo Canada
- University of Nebraska–Lincoln United States
Applications of renewal theory (reliability, demand theory, etc.), defective renewal equation, DFR, Ruin probability, resolvent, log-convex, Laplace transform of time of ruin, compound geometric, IMRL, Risk theory, insurance, Optimal stochastic control, ruin probability, Defective renewal equation, Resolvent, Compound geometric, Laplace transform of the time of ruin, Mathematics, Log-convex
Applications of renewal theory (reliability, demand theory, etc.), defective renewal equation, DFR, Ruin probability, resolvent, log-convex, Laplace transform of time of ruin, compound geometric, IMRL, Risk theory, insurance, Optimal stochastic control, ruin probability, Defective renewal equation, Resolvent, Compound geometric, Laplace transform of the time of ruin, Mathematics, Log-convex
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