OpenAlex | The Compound Poisson Surplus Model with Interest and Liquid Reserves: Analysis of the Gerber–Shiu Discounted Penalty Function

The Compound Poisson Surplus Model with Interest and Liquid Reserves: Analysis of the Gerber–Shiu Discounted Penalty Function

Work

Year: 2007

Type: article

Source: Methodology And Computing In Applied Probability

Authors Jun Cai, Runhuan Feng, Gordon E. Willmot

Institution University of Waterloo

Cites: 18

Cited by: 24

Related to: 10

FWCI: 2.319

Citation percentile (by year/subfield): 88.74

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Sustainable Development Goal Decent work and economic growth

Open Access status: closed