A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections

DOI10.1080/03461238.2011.636969MaRDI QIDQ149399

Andrei L. Badescu, Lothar Breuer

Publication date: 28 November 2011

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Related Items (1)

ruin

This page was built for publication: A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections