Numerical computation of Gerber-Shiu function for insurance surplus process with additional investment (Q6545057)
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scientific article; zbMATH DE number 7854570
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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