Gerber-Shiu function in a class of delayed and perturbed risk model with dependence
Year of publication: |
2020
|
---|---|
Authors: | Adékambi, Franck ; Takouda, Essodina |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 1/30, p. 1-25
|
Subject: | ruin theory | delay renewal risk process | renewal equation | convolution formula | diffusionprocess | FGM copula | exponential and equilibrium distribution | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Risiko | Risk | Finanzmathematik | Mathematical finance | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8010030 [DOI] hdl:10419/257985 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Ruin probability in the delayed renewal risk model perturbed by a diffusion process
Adékambi, Franck, (2021)
-
Gerber-Shiu function in a class of delayed and perturbed risk model with dependence
Adékambi, Franck, (2020)
-
Fu, Ke-ang, (2014)
- More ...
-
Gerber-Shiu function in a class of delayed and perturbed risk model with dependence
Adékambi, Franck, (2020)
-
Ruin probability in the delayed renewal risk model perturbed by a diffusion process
Adékambi, Franck, (2021)
-
Ruin probability for stochastic flows of financial contract under phase-type distribution
Adékambi, Franck, (2020)
- More ...