Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income

DOI10.1155/2019/5071268zbMath1453.91040OpenAlexW2955925513WikidataQ127524318 ScholiaQ127524318MaRDI QIDQ2296513

Wenguang Yu, Yujuan Huang, Yunyun Wang

Publication date: 18 February 2020

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/5071268

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Risk models (general) (91B05)

Related Items (2)

Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives

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