Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.01.005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1993526512 / rank | |||
Normal rank | |||
Revision as of 01:38, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size |
scientific article |
Statements
Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (English)
0 references
1 August 2011
0 references
Sparre Andersen risk process
0 references
dependence
0 references
integral equation
0 references
unbounded Gerber-Shiu function
0 references
limit property
0 references
exponential convergence
0 references
