An introduction to Gerber-Shiu analysis
A valuable analytical tool to understand the event of ruin is a Gerber-Shiu discounted penalty function. It acts as a unified means of identifying ruin-related quantities which may help insurers understand their vulnerability ruin. This thesis provides an introduction to the basic concepts and commo...
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| Language: | en |
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2011
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| Online Access: | http://hdl.handle.net/10012/6318 |