The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate
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DOI: 10.1080/03610926.2018.1524488
Abstract: Abstract The compound Poisson Omega model is considered in the presence of a three-step premium rate. Firstly, the integral equations and the integro-differential equations for the Gerber-Shiu expected discounted penalty function are derived. Secondly, the… read more here.
Keywords: three step; premium rate; gerber shiu; step premium ... See more keywords