Gerber-Shiu function for the discrete inhomogeneous claim case
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Recommendations
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Cites work
- Finite-time ruin probability in the inhomogeneous claim case
- On a class of renewal risk model with random income
- On the Time Value of Ruin
- Recursive calculation of finite-time ruin probabilities
- Risk process with random income
- Ruin models with investment income
- Ruin probabilities in the compound binomial model
- The expected discounted penalty at ruin in the risk process with random income
Cited in
(10)- Ruin probability for the bi-seasonal discrete time risk model with dependent claims
- Discrete risk model revisited
- The Gerber-Shiu discounted penalty function: a review from practical perspectives
- Infinite time ruin probability in inhomogeneous claims case
- Ruin problems for a discrete time risk model with non-homogeneous conditions
- Bi-seasonal discrete time risk model
- Ruin probability in the three-seasonal discrete-time risk model
- The Gerber-Shiu discounted penalty function for the bi-seasonal discrete time risk model
- Gerber-Shiu theory for discrete risk processes in a regime switching environment
- Finite-time ruin probability in the inhomogeneous claim case
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