Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko

DOI10.1080/10920277.2007.10597455MaRDI QIDQ5019735zbMATH OpenOpenAlexFDO

Authors Rong Wu, Yuhua Lü, Ying Fang

Publication date 10 January 2022

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2007.10597455

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites work

• The surpluses immediately before and at ruin, and the amount of the claim causing ruin

Cited in

(1)

• Authors’ Reply: The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion - Discussion by Bangwon Ko

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