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Gerber-Shiu analysis of a risk model with capital injections - MaRDI portal

Gerber-Shiu analysis of a risk model with capital injections (Q2356638)

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Gerber-Shiu analysis of a risk model with capital injections
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    Gerber-Shiu analysis of a risk model with capital injections (English)
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    6 June 2017
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    capital injections
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    Gerber-Shiu function
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    ruin probability
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    finite time ruin
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    number of claims until ruin
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    exponential claims
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