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The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion - MaRDI portal

The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655)

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scientific article; zbMATH DE number 5026181
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English
The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
scientific article; zbMATH DE number 5026181

    Statements

    title
    The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (English)
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    publication date
    24 May 2006
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    zbMATH Keywords
    Sparre Andersen risk process
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    integro-differential equation
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    defective renewal equation
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    generalized equation
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    diffusion process
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    cites work
    Q4869793
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    Identifiers

    zbMATH DE Number
    5026181
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    OpenAlex ID
    W1963839917
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