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Numerical computation of Gerber-Shiu function for insurance surplus process with additional investment - MaRDI portal

Numerical computation of Gerber-Shiu function for insurance surplus process with additional investment (Q6545057)

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scientific article; zbMATH DE number 7854570
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English
Numerical computation of Gerber-Shiu function for insurance surplus process with additional investment
scientific article; zbMATH DE number 7854570

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    Numerical computation of Gerber-Shiu function for insurance surplus process with additional investment (English)
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    29 May 2024
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    risk model
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    insurance surplus process
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    investment
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    Bachelier model
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    ruin probability
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    Gerber-Shiu function
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