The Gerber-Shiu discounted penalty function in the stationary renewal risk model

Insurance: Mathematics and Economics

Volumn 32, Issue 3, 2003, Pages 403-411

  Willmot, Gordon E ^a   Dickson, David C M ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Deficit at ruin; Laplace transform; Lundberg's fundamental equation; Sparre Andersen model; Surplus prior to ruin

Indexed keywords

EID: 0042342660     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(03)00129-X     Document Type: Article

References (15)

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