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]
@article{BoxmaFP17,
title = {A reinsurance risk model with a threshold coverage policy: the Gerber-Shiu penalty function},
author = {Onno J. Boxma and Esther Frostig and David Perry},
year = {2017},
doi = {10.1017/jpr.2016.99},
url = {http://dx.doi.org/10.1017/jpr.2016.99},
researchr = {https://researchr.org/publication/BoxmaFP17},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {54},
number = {1},
pages = {267-285},
}