The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10255-015-0459-3.pdf
Reference9 articles.
1. Dickson, D.C.M. Some comments on the compound binomial model. Astin Bull., 24(1): 33–45 (1990)
2. Gerber, H.U. Mathematical fun with the compound Poisson process. Astin Bull., 18(2): 161–168 (1988)
3. Gerber, H.U., Shiu, E.S.W. On the time value of ruin. N. Am. Actuar. J., 2(1): 48–78 (1998)
4. Pavlova, K.P., Willmot, G.E. The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. Insurance Math. Econom., 35(2): 267–277 (2004)
5. Shiu, E.S.W. The probability of eventual ruin in the compound binomial model. Astin Bull., 19(2): 179–190 (1990)
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