The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936)
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scientific article; zbMATH DE number 5692807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times |
scientific article; zbMATH DE number 5692807 |
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The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (English)
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14 April 2010
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Gerber-Shiu discounted penalty function
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phase-type distribution
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Sparre Anderson risk process
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time of ruin
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Markov process
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