Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834): Difference between revisions
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Revision as of 16:26, 5 March 2024
scientific article; zbMATH DE number 6901148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the finite-time expected discounted penalty function for a family of Lévy risk processes |
scientific article; zbMATH DE number 6901148 |
Statements
Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (English)
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11 July 2018
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ruin theory
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finite-time Gerber-Shiu function
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meromorphic Levy processes
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numerical computation of the Gerber-Shiu function
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