On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals |
scientific article |
Statements
On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (English)
0 references
21 September 2007
0 references
Gerber-Shiu discounted penalty function
0 references
phase-type distribution
0 references
Markovian arrival process
0 references
correlated claims
0 references
fluid queues
0 references
