The Gerber-Shiu discounted penalty function: a review from practical perspectives

DOI10.1016/j.insmatheco.2022.12.003OpenAlexW4313215548MaRDI QIDQ2685511

Yue He, Yasutaka Shimizu, Kazutoshi Yamazaki, Reiichiro Kawai

Publication date: 22 February 2023

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

Full work available at URL: https://arxiv.org/abs/2203.10680

zbMATH Keywords

Laplace transform integro-differential equations scale function series expansions Gerber-Shiu function

Mathematics Subject Classification ID

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

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