Results 71 to 80 of about 579 (82)

On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function

Annals of Applied Probability, 2015
Zbigniew Palmowski
exaly  

Gerber–Shiu analysis with a generalized penalty function

Scandinavian Actuarial Journal, 2010
Eric C K Cheung, David Landriault, Gordon E Willmot   +2 more
exaly  

The Gerber–Shiu discounted penalty function in the stationary renewal risk model

Insurance: Mathematics and Economics, 2003
Gordon E Willmot
exaly  

On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution

Insurance: Mathematics and Economics, 2008
David Landriault, Gordon E Willmot
exaly  

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

Applied Mathematics and Computation, 2010
exaly  

The Gerber–Shiu discounted penalty function in the delayed renewal risk process with random income

Applied Mathematics and Computation, 2007
exaly  

The discrete stationary renewal risk model and the Gerber–Shiu discounted penalty function

Insurance: Mathematics and Economics, 2004
Gordon E Willmot
exaly  

A new efficient method for estimating the Gerber–Shiu function in the classical risk model

Scandinavian Actuarial Journal, 2018
Zhimin Zhang
exaly  

The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims

Acta Mathematicae Applicatae Sinica, 2015
exaly  

On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs

Acta Mathematica Sinica, English Series, 2010
exaly