On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455): Difference between revisions

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Latest revision as of 01:44, 6 July 2024

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On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
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    On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (English)
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    11 January 2013
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    Gerber-Shiu function
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    Laplace transform
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    defective renewal equation
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    jump-diffusion
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