The Gerber-Shiu penalty functions for two classes of renewal risk processes
type: Item
instance of: scholarly article
title: The Gerber-Shiu penalty functions for two classes of renewal risk processes
zbMATH Open document ID: 1222.91024
author: Lanpeng Ji
author: Chunsheng Zhang
published in: Journal of Computational and Applied Mathematics
publication date: 2010-02-12T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J27
zbMATH DE Number: 5669197
zbMATH Keywords: two classes of renewal risk processes
zbMATH Keywords: Gerber-Shiu penalty function
zbMATH Keywords: generalized Lundberg's fundamental equation
zbMATH Keywords: phase-type distribution
zbMATH Keywords: rational family
MaRDI profile type: Publication
full work available at URL: j.cam.2009.11.004
OpenAlex ID: W1964170726
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DOI: 10.1016/J.CAM.2009.11.004
description: scientific article; zbMATH DE number 5669197