A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function (Q4684852): Difference between revisions

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+On optimal dividends: from reflection to refraction
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Gerber-Shiu risk theory
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+Refracted Lévy processes
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+The compound Poisson risk model with a threshold dividend strategy
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+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
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+The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
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