On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
type: Item
instance of: scholarly article
title: On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
zbMATH Open document ID: 1253.91090
author: Zhimin Zhang
author: Hailiang Yang
author: Hu Yang
published in: Methodology and Computing in Applied Probability
publication date: 2013-01-11T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 6124588
zbMATH Keywords: Gerber-Shiu function
zbMATH Keywords: Laplace transform
zbMATH Keywords: defective renewal equation
zbMATH Keywords: jump-diffusion
MaRDI profile type: Publication
full work available at URL: s11009-011-9215-1
OpenAlex ID: W2029369614
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DOI: 10.1007/S11009-011-9215-1
description: scientific article; zbMATH DE number 6124588