The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times

Min Song, Qingbin Meng, Rong Wu, Jiandong Ren. The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times. Applied Mathematics and Computation, 216(2):523-531, 2010. [doi]

Abstract

Abstract is missing.