Gerber–Shiu function for the discrete inhomogeneous claim case
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Computational Theory and Mathematics,Computer Science Applications
Link
http://www.tandfonline.com/doi/pdf/10.1080/00207160.2012.693607
Reference15 articles.
1. The expected discounted penalty at ruin in the risk process with random income
2. Finite-time ruin probability in the inhomogeneous claim case
3. Recursive calculation of finite-time ruin probabilities
4. Some Comments on the Compound Binomial Model
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