Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims |
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Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (English)
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10 February 2012
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compound Poisson process
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generalized Erlang risk process
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discounted penalty function
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defective renewal equations
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dividend barrier
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rationally distributed claim severities
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present value of the dividend payments
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moment-generating function
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dividends-penalty identity
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