Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps |
scientific article |
Statements
Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (English)
0 references
3 July 2020
0 references
approximation
0 references
fluctuation theory
0 references
Gerber-Shiu function
0 references
heavy-tailed claim sizes
0 references
perturbation
0 references
phase-type distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
