On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation |
scientific article |
Statements
On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (English)
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11 January 2013
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Gerber-Shiu function
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Laplace transform
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defective renewal equation
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jump-diffusion
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