A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections
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Publication:4576841
DOI10.1080/03461238.2011.636969zbMath1401.91103MaRDI QIDQ4576841
Andrei L. Badescu, Lothar Breuer
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2011.636969
60J65: Brownian motion
60K10: Applications of renewal theory (reliability, demand theory, etc.)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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