A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841)
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scientific article; zbMATH DE number 6901153
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| English | A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections |
scientific article; zbMATH DE number 6901153 |
Statements
A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (English)
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11 July 2018
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Gerber-Shiu function
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Markov-additive process
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phase-type
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capital injections
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time value of ruin
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0.827846109867096
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0.8218261003494263
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0.8196793794631958
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0.8175833821296692
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