ruin

CRANruinMaRDI QIDQ149400FDOQ149400

Simulation of Various Risk Processes

Iegor Rudnytskyi

Last update: 30 July 2018

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.1

Cites work

• A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections

This page was built for software: ruin