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The Gerber-Shiu discounted penalty function in the compound Markov binomial model - MaRDI portal

The Gerber-Shiu discounted penalty function in the compound Markov binomial model (Q2916213)

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scientific article; zbMATH DE number 6090781
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English
The Gerber-Shiu discounted penalty function in the compound Markov binomial model
scientific article; zbMATH DE number 6090781

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    5 October 2012
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    compound Markov binomial model
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    dependence
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    Gerber-Shiu discounted penalty function
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    asymptotic expression
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    ruin probability
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    The Gerber-Shiu discounted penalty function in the compound Markov binomial model (English)
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