A reinsurance risk model with a threshold coverage policy: the Gerber-Shiu penalty function

Onno J. Boxma, Esther Frostig, David Perry. A reinsurance risk model with a threshold coverage policy: the Gerber-Shiu penalty function. J. Applied Probability, 54(1):267-285, 2017. [doi]

Authors

Onno J. Boxma

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Esther Frostig

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David Perry

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