The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511)

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title

The Gerber-Shiu discounted penalty function: a review from practical perspectives (English)

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Insurance Mathematics \& Economics

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publication date

22 February 2023

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full work available at URL

https://arxiv.org/abs/2203.10680

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zbMATH Keywords

Gerber-Shiu function

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Laplace transform

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integro-differential equations

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series expansions

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scale function

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MaRDI profile type

MaRDI publication profile

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Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times

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Identifiers

DOI

10.1016/j.insmatheco.2022.12.003

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2685511