The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655)
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scientific article; zbMATH DE number 5026181
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| English | The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion |
scientific article; zbMATH DE number 5026181 |
Statements
The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (English)
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24 May 2006
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Sparre Andersen risk process
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integro-differential equation
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defective renewal equation
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generalized equation
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diffusion process
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0.8916466236114502
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0.8836444020271301
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0.8727482557296753
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0.8631025552749634
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