On the Gerber-Shiu discounted penalty function for subexponential claims (Q2471655): Difference between revisions

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+On the Density and Moments of the Time of Ruin with Exponential Claims
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Explicit Solutions for Survival Probabilities in the Classical Risk Model
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+On the Time Value of Ruin
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+Non-life insurance mathematics. An introduction with stochastic processes.
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+The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
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+Lundberg approximations for compound distributions with insurance applications
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