A risk model with varying premiums: its risk management implications
From MaRDI portal
Publication:2260944
DOI10.1016/j.insmatheco.2014.10.010zbMath1308.91089OpenAlexW2056028062MaRDI QIDQ2260944
Shu Li, David Landriault, Christiane Lemieux
Publication date: 13 March 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.10.010
risk managementGerber-Shiu functiondefective renewal equationdiscounted densityexperience-based premium policyvarying premiums
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