On a generalization of the Gerber-Shiu function to path-dependent penalties

DOI10.1016/j.insmatheco.2009.08.011zbMath1231.91146MaRDI QIDQ659187

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.08.011

Mathematics Subject Classification ID

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