Computing the finite-time expected discounted penalty function for a family of Lévy risk processes
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Publication:4576834
DOI10.1080/03461238.2011.627747zbMath1401.91156OpenAlexW2062206840MaRDI QIDQ4576834
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Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2011.627747
ruin theoryfinite-time Gerber-Shiu functionmeromorphic Levy processesnumerical computation of the Gerber-Shiu function
Processes with independent increments; Lévy processes (60G51) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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