A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841)
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scientific article; zbMATH DE number 6901153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections |
scientific article; zbMATH DE number 6901153 |
Statements
A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (English)
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11 July 2018
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Gerber-Shiu function
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Markov-additive process
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phase-type
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capital injections
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time value of ruin
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