A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841)
From MaRDI portal
scientific article; zbMATH DE number 6901153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections |
scientific article; zbMATH DE number 6901153 |
Statements
A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (English)
0 references
11 July 2018
0 references
Gerber-Shiu function
0 references
Markov-additive process
0 references
phase-type
0 references
capital injections
0 references
time value of ruin
0 references
0 references
0 references
0 references
0 references
