On a generalization of the Gerber–Shiu function to path-dependent penalties
| Year of publication: |
2010
|
|---|---|
| Authors: | Cheung, Eric C.K. ; Landriault, David ; Willmot, Gordon E. ; Woo, Jae-Kyung |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 46.2010, 1, p. 92-98
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