Approximations for the Gerber–Shiu Expected Discounted Penalty Function in the Compound Poisson Risk Model. Pitts, S. M. & Politis, K. Advances in Applied Probability, 39(2):385–406, June, 2007.
Paper doi bibtex @Article{Pitts:2007:AGS,
author = "Susan M. Pitts and Konstadinos Politis",
title = "Approximations for the {Gerber--Shiu} Expected
Discounted Penalty Function in the Compound {Poisson}
Risk Model",
journal = j-ADV-APPL-PROB,
volume = "39",
number = "2",
pages = "385--406",
month = jun,
year = "2007",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/20443519",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:43:00 MDT 2014",
bibsource = "http://www.jstor.org/stable/i20443511;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/20443519",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
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