On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455)
From MaRDI portal
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)
0 references
11 January 2013
0 references
Gerber-Shiu function
0 references
Laplace transform
0 references
defective renewal equation
0 references
jump-diffusion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
