Gerber Shiu function of Markov modulated delayed by-claim type risk model with random incomes
G. Shija, M.J. Jacob
| Year of publication: |
November 2016
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|---|---|
| Authors: | Shija, G. ; Jacob, M. J. |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 4, p. 489-501
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| Subject: | Gerber-Shiu Penalty Function | Markov Modulated Risk Model | Random İncome | Delayed Claims | Markov-Kette | Markov chain | Theorie | Theory | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2016.64039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011656888