The Gerber-Shiu discounted penalty function : a review from practical perspectives
Yue He, Reiichiro Kawai, Yasutaka Shimizu, Kazutoshi Yamazaki
| Year of publication: |
2023
|
|---|---|
| Authors: | He, Yue ; Kawai, Reiichiro ; Shimizu, Yasutaka ; Yamazaki, Kazutoshi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 109.2023, p. 1-28
|
| Subject: | Gerber-Shiu function | Integro-differential equations | Laplace transform | Scale function | Series expansions |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.12.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014282466