The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Methodology and Computing in Applied Probability
Publication status	Accepted/In press - 13 Dec 2022

Fields of Expertise

@article{f5e7cf62a27246a99213be0fbd8e4854,

title = "The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions",

author = "Simon Pojer and Stefan Thonhauser",

year = "2022",

month = dec,

day = "13",

language = "English",

journal = "Methodology and Computing in Applied Probability",

issn = "1387-5841",

publisher = "Springer",

}