Gerber–Shiu function for the discrete inhomogeneous claim case (Q4903511)
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scientific article; zbMATH DE number 6127853
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gerber–Shiu function for the discrete inhomogeneous claim case |
scientific article; zbMATH DE number 6127853 |
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Gerber–Shiu function for the discrete inhomogeneous claim case (English)
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22 January 2013
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discrete time risk model
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Gerber-Shiu function
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ruin probability
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recursive formula
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inhomogeneous claims
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