Gerber–Shiu functionals for classical risk processes perturbed by an α-stable motion
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DOI: 10.1016/j.insmatheco.2015.10.009
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References listed on IDEAS
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Cited by:
- He, Yue & Kawai, Reiichiro & Shimizu, Yasutaka & Yamazaki, Kazutoshi, 2023. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 1-28.
- Yue He & Reiichiro Kawai & Yasutaka Shimizu & Kazutoshi Yamazaki, 2022. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Papers 2203.10680, arXiv.org, revised Dec 2022.
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Keywords
Classical risk process; Stable process; Scale functions; Ruin probability; Severity of ruin; Surplus before ruin;All these keywords.
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