The Gerber-Shiu discounted penalty function in the stationary renewal risk model

By Gordon E. Willmot, D. Dickson. 2003

61 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/b953fdf890545d6a9c662797d61d77393177ee3a

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. Kristina P. Pavlova
2. V. Yu
3. Vladimir E. Bening
4. Gordon E. Willmot
5. D. Dickson
6. Andreas E. Kyprianou
7. X. Lin
8. Shuanming Li

In Economics and Econometrics

1. Kristina P. Pavlova
2. Gordon E. Willmot

In Management Science and Operations Research

1. Kristina P. Pavlova
2. V. Yu
3. Vladimir E. Bening
4. Gordon E. Willmot
5. D. Dickson
6. Andreas E. Kyprianou
7. X. Lin
8. Shuanming Li

Citations in the corpus

• The compound Poisson risk model with a threshold dividend strategy (2006, methodology): “We adopt a similar approach to the one utilized in Section 4 of Willmot and Dickson (2003).”
• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function (2004, background): “Similar topics have been discussed by Dickson (1994) and Willmot and Dickson (2003) .”
• Generalized Poisson Models and Their Applications in Insurance and Finance (2004, background): “This and other aspects have been discussed by Gerber and Shiu (1998), Lin and Willmot (2000), Rolski et al. (1999), Willmot and Dickson (2003), and others.”