Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps |
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Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (English)
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17 February 2023
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Gerber-Shiu function
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Lévy risk processes
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Markov-modulated processes
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subordinator
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spectrally positive Lévy processes
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random gains
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risk processes in random environments
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