The Gerber-Shiu discounted penalty function in the stationary renewal risk model.

DOI10.1016/S0167-6687(03)00129-XzbMath1072.91027MaRDI QIDQ1413408

Gordon E. Willmot, David C. M. Dickson

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

Laplace transform; deficit at ruin; surplus prior to ruin; defective renewal equation; discounted penalty function; Sparre Andersen model; ordinary renewal risk model; Lundberg's fundamental equation; stationary renewal risk process

Mathematics Subject Classification ID

60K05: Renewal theory

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Cites Work

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