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.
Approximations for the Gerber–Shiu Expected Discounted Penalty Function in the Compound Poisson Risk Model [link]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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