On the Gerber-Shiu function and change of measure (Q659175): Difference between revisions

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Latest revision as of 22:10, 4 July 2024

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On the Gerber-Shiu function and change of measure
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    On the Gerber-Shiu function and change of measure (English)
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    10 February 2012
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    expected discounted penalty function
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    change of measure
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    Laplace transform
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    Sparre Andersen risk model
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    Markov-modulated risk model
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    Björk-Grandell risk model
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    perturbed risk model
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    lump sum premia
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