Extended Gerber-Shiu functions in a risk model with interest
Year of publication: |
2015
|
---|---|
Authors: | Schmidli, Hanspeter |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 271-275
|
Subject: | Discounted penalty function | Interest | Classical risk process | Shot noise process | First passage time |
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