Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times

DOI10.1017/s0269964822000092OpenAlexW4281724896MaRDI QIDQ6163057

Zhen-Yu Cui, Wenguang Yu, Jiayi Xie, Zhimin Zhang

Publication date: 16 June 2023

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964822000092

zbMATH Keywords

compound Poisson modelGerber-Shiu functionLaguerre series expansionperiodic observation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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