A Note on Gerber–Shiu Functions with an Application (Q3193125): Difference between revisions

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+https://doi.org/10.1007/978-3-319-06653-0_4
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+W97057450
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+Large deviations results for subexponential tails, with applications to insurance risk
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+Minimising expected discounted capital injections by reinsurance in a classical risk model
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+Optimal control of capital injections by reinsurance in a diffusion approximation
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Q5624436
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+On the moments and limit distributions of some first passage times
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+Q4230625
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+On the Distribution of the Surplus Prior and at Ruin
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+Q5434181
@@ Property / cites work: Q5434181 / rank @@
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+On the Gerber-Shiu function and change of measure
@@ Property / cites work: On the Gerber-Shiu function and change of measure / rank @@
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