On the Gerber-Shiu function and change of measure (Q659175)
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scientific article; zbMATH DE number 6004666
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| English | On the Gerber-Shiu function and change of measure |
scientific article; zbMATH DE number 6004666 |
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On the Gerber-Shiu function and change of measure (English)
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10 February 2012
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expected discounted penalty function
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change of measure
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Laplace transform
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Sparre Andersen risk model
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Markov-modulated risk model
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Björk-Grandell risk model
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perturbed risk model
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lump sum premia
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0.8364413976669312
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0.8331016302108765
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0.8180062174797058
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0.8178278207778931
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0.8129405975341797
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