The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:18, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times |
scientific article |
Statements
The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (English)
0 references
14 April 2010
0 references
Gerber-Shiu discounted penalty function
0 references
phase-type distribution
0 references
Sparre Anderson risk process
0 references
time of ruin
0 references
Markov process
0 references
