On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (Q1958723)
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scientific article; zbMATH DE number 5795524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs |
scientific article; zbMATH DE number 5795524 |
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On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (English)
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4 October 2010
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Gerber-Shiu discounted penalty function
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piecewise deterministic Markov process
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ultimate ruin probability
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Volterra integral equation
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