On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals |
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On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (English)
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21 September 2007
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Gerber-Shiu discounted penalty function
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phase-type distribution
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Markovian arrival process
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correlated claims
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fluid queues
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