Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size |
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Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (English)
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1 August 2011
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Sparre Andersen risk process
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dependence
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integral equation
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unbounded Gerber-Shiu function
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limit property
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exponential convergence
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