Results 201 to 209 of about 9,702 (209)

Analysis of the Gerber–Shiu function and dividend barrier problems for a risk process with two classes of claims

, 2009
S. Chadjiconstantinidis, Apostolos D. Papaioannou   +1 more
semanticscholar   +1 more source

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 function of a discrete risk model with and without a constant dividend barrier

, 2015
Shanshan Wang, Chuangji An, Chunsheng Zhang   +2 more
semanticscholar   +1 more source

On the Gerber–Shiu function with random discount rate

Communications in Statistics - Theory and Methods, 2017
exaly  

The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion

Methodology and Computing in Applied Probability
E. T. Kolkovska, Sonny A. Medina Jimenez
semanticscholar   +1 more source

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

Applied Mathematics and Computation, 2007
exaly  

A Gerber-Shiu Discounted Penalty Function in the Stationary Renewal Risk Process

2011
openaire   +1 more source

Gerber-Shiu Penalty Function with Dividend and Random Disturbance Dependent Model

Advances in Applied Mathematics
openaire   +1 more source

On a class of non-Gerber-Shiu, non-discounted penalty functions

2008
openaire   +1 more source