Estimating the Gerber-Shiu Expected Discounted Penalty Function for Lévy Risk Model

Discrete Dynamics in Nature and Society- United States

doi 10.1155/2019/3607201

Full Text

Abstract

Available in

Date

Authors

Publisher

Hindawi Limited

Related search

The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model With a Constant Dividend Barrier

Mathematical Problems in Engineering
MathematicsEngineering
2014English

On a Generalized Gerber-Shiu Function in a Compound Poisson Model Perturbed by Diffusion

Advances in Difference Equations
Applied MathematicsNumber TheoryAnalysisAlgebra
2015English

“The Time Value of Ruin in a Sparre Andersen Model,’ Hans U. Gerber and Elias S. W. Shiu, April 2005

North American Actuarial Journal
UncertaintyEconomicsStatisticsEconometricsProbability
2005English

Decision Under Risk: The Classical Expected Utility Model

English

Subexponential Tails of Discounted Aggregate Claims in a Time-Dependent Renewal Risk Model

Advances in Applied Probability
Applied MathematicsStatisticsProbability
2010English

Methodology for Estimating the Expected Cost of Engineering and Technology Innovation

Administrative consulting
2019English

A Smoothing Penalty Function Method for the Constrained Optimization Problem

Open Journal of Optimization
2019English

A Penalty Function Method for Computing Chemical Equilibria

Computers and Geosciences
Information SystemsComputers in Earth Sciences
1990English

A Two-Parameter Exact Penalty Function for Nonlinear Programming

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
1994English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy