The Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion
Shuanming Li
Artikkel Engelsk
*0011391618 *008050518s2005 xx# 000 0 eng *019 $bk *100 $aLi, Shuanming$uDepartment of Mathematics and Statistics, Concordia University, Canada$_157813500 *245 $aThe Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion *300 $aS. [161]-186 : ill. *500 $aVitenskapelig artikkel *5208 $aInneholder sammendrag *653 $aSparre Andersen risk process$9eng$_157813600 *653 $adefective renewal equation$9eng$_157813700 *653 $adiffusion process$9eng$_157813800 *653 $ageneralized Lundberg equation$9eng$_157813900 *653 $aintegro-differential equation$9eng$_157814000 *700 $aGarrido, José$uDepartment of Mathematics and Statistics, Concordia University, Canada ; garrido@mathstat.concordia.ca$_157814100 *773 $tScandinavian actuarial journal$gNo. 3 (2005)$x0346-1238$w(NO-LaBS)941286(tnr) *999 $z500368080$anorart:500368080 ^