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Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes
Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes This paper proposes a more generalized Gerber-Shiu G-S function which contains both the G_S expected discounted ...- Authors: Runhuan Feng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain
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Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model
Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model This paper shows the application of a threshold strategy on the surplus level of an insurance risk model results in a ...- Authors: Ana Maria Mera
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain