The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936): Difference between revisions

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The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times
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    The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (English)
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    14 April 2010
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    Gerber-Shiu discounted penalty function
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    phase-type distribution
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    Sparre Anderson risk process
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    time of ruin
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    Markov process
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