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Delayed capital injections for a risk process with Markovian arrivals - MaRDI portal

Delayed capital injections for a risk process with Markovian arrivals (Q2241638)

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Delayed capital injections for a risk process with Markovian arrivals
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    Delayed capital injections for a risk process with Markovian arrivals (English)
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    9 November 2021
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    delayed capital injections
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    Markov arrival process
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    systems of Fredholm integral equations
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    Gerber-Shiu function
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    expected discounted-accumulated capital injections until ruin
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