On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449)

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On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
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    On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (English)
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    21 September 2007
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    Gerber-Shiu discounted penalty function
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    phase-type distribution
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    Markovian arrival process
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    correlated claims
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    fluid queues
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