Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times

DOI10.1016/j.cam.2010.08.003zbMath1202.91131MaRDI QIDQ609205

Hu Yang, Zhimin Zhang

Publication date: 30 November 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.08.003

zbMATH Keywords

Laplace transform; integro-differential equation; ruin probability; Gerber-Shiu function

Mathematics Subject Classification ID

91B70: Stochastic models in economics

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

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