A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994): Difference between revisions

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Latest revision as of 09:34, 8 July 2024

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A unified analysis of claim costs up to ruin in a Markovian arrival risk model
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    A unified analysis of claim costs up to ruin in a Markovian arrival risk model (English)
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    15 April 2014
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    claim costs up to ruin
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    generalized penalty function
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    Gerber-Shiu function
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    Markovian arrival process
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    risk model
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    Dickson-Hipp operator
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    Markov renewal equation
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