top of page
Rechercher
  • Photo du rédacteurHélène 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."


3 vues0 commentaire

Posts récents

Voir tout
bottom of page