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  • Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes
    Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes This paper proposes a more generalized Gerber-Shiu G-S function which contains both the G_S expected discounted ...

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    • Authors: Runhuan Feng
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain