A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function (Q4684852)
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scientific article; zbMATH DE number 6943559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function |
scientific article; zbMATH DE number 6943559 |
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A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function (English)
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26 September 2018
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spectrally negative Lévy process
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scale function
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ruin probability
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claim refraction
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