2006•Insurance Mathematics and EconomicsRequires access

The Gerber–Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier

Kam Chuen Yuen, Guojing Wang, Wai K. Li

Open publisher page 62 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 62 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Constant (computer programming), Penalty method, Dividend, Exponential function, Mathematics, Differential equation, Integro-differential equation, Function (biology)

Back to paper search Browse research topics Original source

The Gerber–Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier — Research Paper | ScholarLens