The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844)
From MaRDI portal
scientific article; zbMATH DE number 7706930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions |
scientific article; zbMATH DE number 7706930 |
Statements
The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (English)
0 references
4 July 2023
0 references
Gerber-Shiu functions
0 references
Markov processes
0 references
weak convergence
0 references
shot-noise
0 references
risk theory
0 references
0 references
0 references
0 references
0 references
0 references
