On the Gerber-Shiu function and change of measure
type: Item
instance of: scholarly article
title: On the Gerber-Shiu function and change of measure
zbMATH Open document ID: 1231.91232
author: Hanspeter Schmidli
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6004666
zbMATH Keywords: expected discounted penalty function
zbMATH Keywords: change of measure
zbMATH Keywords: Laplace transform
zbMATH Keywords: Sparre Andersen risk model
zbMATH Keywords: Markov-modulated risk model
zbMATH Keywords: Björk-Grandell risk model
zbMATH Keywords: perturbed risk model
zbMATH Keywords: lump sum premia
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.04.004
OpenAlex ID: W1987911829
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DOI: 10.1016/J.INSMATHECO.2009.04.004
description: scientific article; zbMATH DE number 6004666