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Gerber-Shiu analysis with two-sided acceptable levels - MaRDI portal

Gerber-Shiu analysis with two-sided acceptable levels (Q2357427)

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Gerber-Shiu analysis with two-sided acceptable levels
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    Gerber-Shiu analysis with two-sided acceptable levels (English)
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    13 June 2017
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    truncated Gerber-Shiu function
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    classical Poisson risk model
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    surplus-dependent premium rate
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    transition kernel
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    joint distribution of maximum and minimum before ruin
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    Markovian arrival process
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