On the Gerber–Shiu Discounted Penalty Function for a Surplus Process Described by PDMPs

Jing Min HE, Rong WU

Acta Mathematica Sinica ›› 2010, Vol. 26 ›› Issue (5) : 951-962.

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Acta Mathematica Sinica ›› 2010, Vol. 26 ›› Issue (5) : 951-962. DOI: 10.1007/s10114-010-6573-5
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On the Gerber–Shiu Discounted Penalty Function for a Surplus Process Described by PDMPs

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