The Gerber-shiu Expected Discounted Penalty-reward Function...

Astin Bulletin 2004 / 11 Vol. 38; Iss. 2

The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model

Avram, Florin, Usabel, Miguel
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Volume:
38
Journal:
ASTIN Bulletin
DOI:
10.1017/s0515036100015257
Date:
November, 2004
File:
PDF, 231 KB
2004
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