Gerber–Shiu function for the discrete inhomogeneous claim case (Q4903511): Difference between revisions
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Property / cites work: The expected discounted penalty at ruin in the risk process with random income / rank | |||
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Property / cites work: Finite-time ruin probability in the inhomogeneous claim case / rank | |||
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Property / cites work: On the Time Value of Ruin / rank | |||
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Property / cites work: Ruin models with investment income / rank | |||
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Latest revision as of 03:30, 6 July 2024
scientific article; zbMATH DE number 6127853
Language | Label | Description | Also known as |
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English | Gerber–Shiu function for the discrete inhomogeneous claim case |
scientific article; zbMATH DE number 6127853 |
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Gerber–Shiu function for the discrete inhomogeneous claim case (English)
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22 January 2013
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discrete time risk model
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Gerber-Shiu function
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ruin probability
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recursive formula
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inhomogeneous claims
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