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

Keyphrases

• Risk Model 100%
• Reinsurance 100%
• Gerber-Shiu Penalty Function 100%
• Coverage Policy 100%
• Joint Distribution 50%
• Laplace Transform 50%
• Scaling Function 50%
• Lvy Processes 50%
• Time to Ruin 50%
• Deficit at Ruin 50%
• Reinsurer 50%
• Threshold Setting 50%
• Proportional Reinsurance 50%
• Fluctuation Theory 50%
• Insurance Risk Process 50%
• Surplus Prior to Ruin 50%

Mathematics

• Joint Distribution 100%
• Laplace Transform 100%
• Scale Function 100%
• Lvy Process 100%
• Risk Model 100%
• Risk Process 100%