On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution

By David Landriault, Gordon E. Willmot. 2008

78 citations recorded by the source corpus.

Subfields: Demography, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3c015f873e46cfc920f388078d65b224b9cb5453

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Eric C. K. Cheung
2. Jae-Kyung Woo
3. David Landriault
4. Andrei L. Badescu
5. Gordon E. Willmot
6. Kristina P. Pavlova
7. D. Dickson
8. Hansjörg Albrecher *

In Management Science and Operations Research

1. Eric C. K. Cheung
2. Andrei L. Badescu
3. Jae-Kyung Woo
4. David Landriault
5. Gordon E. Willmot
6. Kristina P. Pavlova
7. Xiaowen Zhou
8. Hansjörg Albrecher *

In Statistics and Probability

1. Eric C. K. Cheung
2. Andrei L. Badescu
3. Jae-Kyung Woo
4. David Landriault
5. Gordon E. Willmot
6. Kristina P. Pavlova
7. D. Dickson
8. Asa X. Sheldon Lin

Citations in the corpus

• Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (2010, methodology): “For more general claim size distributions, a similar approach may be used to determine the joint Laplace transform as in Landriault and Willmot (2008).”
• Dependent Risk Models with Bivariate Phase-Type Distributions (2009, background): “Inverting (20) with respect to r leads to”