Gerber–Shiu function for the discrete inhomogeneous claim case (Q4903511): Difference between revisions

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Property / author: Jonas Šiaulys / rank
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Property / full work available at URL: https://doi.org/10.1080/00207160.2012.693607 / rank
 
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Latest revision as of 03:30, 6 July 2024

scientific article; zbMATH DE number 6127853
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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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