top of page
Rechercher
  • Hélène Dufour

The Gerber-Shiu discounted penalty function: From practical perspectives

"The Gerber-Shiu function provides a unified framework for the evaluation of a variety of risk quantities. Ever since its establishment, it has attracted constantly increasing interests in actuarial science, whereas the conventional research has been focused on finding analytical or semi-analytical solutions, either of which is rarely available, except for limited classes of penalty functions on rather simple risk models."

LIRE


1 vue0 commentaire

Posts récents

Voir tout

"We study blockchain adoption in insurance-reinsurance markets. Operating costs decrease with the adoption rate, since verification and storage costs are shared. We quantify how the equilibrium adopti

bottom of page