On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449)
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scientific article; zbMATH DE number 5194400
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| English | On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals |
scientific article; zbMATH DE number 5194400 |
Statements
On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (English)
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21 September 2007
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Gerber-Shiu discounted penalty function
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phase-type distribution
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Markovian arrival process
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correlated claims
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fluid queues
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0.8677243590354919
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0.8642791509628296
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0.8504822850227356
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0.8409964442253113
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0.8407924175262451
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