Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
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Publication:609205
DOI10.1016/J.CAM.2010.08.003zbMath1202.91131OpenAlexW2103676881MaRDI QIDQ609205
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
Stochastic models in economics (91B70) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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Cites Work
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