The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461230510006955
Reference29 articles.
1. Risk theory for the compound Poisson process that is perturbed by diffusion
2. Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
3. Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
4. On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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