On the Gerber-Shiu function of a MAP risk model with possible delayed phase-type by-claims

DOI10.1504/IJMOR.2021.117634zbMath1482.91062OpenAlexW4246070113MaRDI QIDQ2073498

A. S. Dibu, M. J. Jacob

Publication date: 2 February 2022

Published in: International Journal of Mathematics in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijmor.2021.117634

zbMATH Keywords

Gerber-Shiu functionMAP risk modeldelayed by-claimsmatrix Lundberg equationPH claimssystem of Volterra integro-differential equation

Mathematics Subject Classification ID

Risk models (general) (91B05)

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