The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
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Publication:1413408
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)
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
60K05: Renewal theory
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