On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation

DOI10.1007/s11009-011-9215-1zbMath1253.91090MaRDI QIDQ1930455

Hu Yang, Hailiang Yang, Zhimin Zhang

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9215-1

zbMATH Keywords

Laplace transform; jump-diffusion; Gerber-Shiu function; defective renewal equation

Mathematics Subject Classification ID

91B70: Stochastic models in economics

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