On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (Q1958723)
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scientific article; zbMATH DE number 5795524
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| English | On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs |
scientific article; zbMATH DE number 5795524 |
Statements
On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (English)
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4 October 2010
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Gerber-Shiu discounted penalty function
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piecewise deterministic Markov process
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ultimate ruin probability
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Volterra integral equation
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0.8423329591751099
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0.8383822441101074
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0.8369883894920349
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0.8344531059265137
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0.8329067826271057
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