The Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion
Year of publication: |
2005
|
---|---|
Authors: | Li, Shuanming ; Garrido*, José |
Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - Vol. 105.2005, 3, p. 161
|
Saved in:
Saved in favorites
Similar items by person
-
On the moments and the distribution of aggregate discounted claims in a Markovian environment
Li, Shuanming, (2018)
-
Li, Shuanming, (2007)
-
Wu, Xueyuan, (2007)
- More ...