Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (Q2276246)
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scientific article; zbMATH DE number 5934659
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| English | Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size |
scientific article; zbMATH DE number 5934659 |
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Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size (English)
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1 August 2011
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Sparre Andersen risk process
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dependence
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integral equation
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unbounded Gerber-Shiu function
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limit property
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exponential convergence
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0.8499180674552917
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0.8170337677001953
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0.8161408305168152
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0.8150709271430969
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