The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion

Author: Li Shuanming   Garrido José  

Publisher: Taylor & Francis Ltd

ISSN: 0346-1238

Source: Scandinavian Actuarial Journal, Vol.2005, Iss.3, 2005-05, pp. : 161-186

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Abstract