Results 111 to 120 of about 182 (148)
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On the generalized Gerber–Shiu function for surplus processes with interest
Insurance: Mathematics and Economics, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shuanming Li
exaly +2 more sources
Gerber–Shiu function for the discrete inhomogeneous claim case
International Journal of Computer Mathematics, 2012The discrete time risk model with non-identically distributed claims is investigated. Finite and infinite time recursive Gerber–Shiu functions are considered and the algorithm of calculation guidelines is written. Examples of ruin probability and Gerber–Shiu function behaviour are shown.
Jonas Siaulys
exaly +3 more sources
Estimating the Gerber–Shiu function in a Lévy risk model by Laguerre series expansion
Journal of Computational and Applied Mathematics, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhimin Zhang
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The Gerber–Shiu discounted penalty function in the delayed renewal risk process with random income
Applied Mathematics and Computation, 2007zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhenhua Bao, Zhong-xing Ye
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The Gerber–Shiu discounted penalty function in the risk process with phase-type interclaim times
Applied Mathematics and Computation, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jiandong Ren
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Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions
SIAM Journal on Scientific Computing, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xiaolong Li +3 more
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Gerber–Shiu analysis with a generalized penalty function
Scandinavian Actuarial Journal, 2010A generalization of the usual penalty function is proposed, and a defective renewal equation is derived for the Gerber–Shiu discounted penalty function in the classical risk model. This is used to derive the trivariate distribution of the deficit at ruin, the surplus prior to ruin, and the surplus immediately following the second last claim before ruin.
Woo, JK +3 more
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The Gerber–Shiu function and the generalized Cramér–Lundberg model
Applied Mathematics and Computation, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chantal Labbé +2 more
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On a generalization of the Gerber–Shiu function to path-dependent penalties
Insurance: Mathematics and Economics, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Biffis, Enrico, Morales, Manuel
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On the Gerber–Shiu function and change of measure
Insurance: Mathematics and Economics, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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