Extended Gerber-Shiu functions in a risk model with interest
Hanspeter Schmidli
| Year of publication: |
2015
|
|---|---|
| Authors: | Schmidli, Hanspeter |
| Published in: |
Insurance. - 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 | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risiko | Risk | Finanzmathematik | Mathematical finance | Zins | Interest rate | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010515872