The Gerber-Shiu function provides a way of measuring the risk of an insurance company. It is given by the expected value of a function that depends on the ruin time, the deficit at ruin, and the surplus prior to ruin. Its computation boils down to the evaluation of the overshoot/undershoot distributions of the surplus process at ruin. In this paper, we approximate it in a closed form by fitting...

We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value problem, which is solved by symbolic techniques. The factorization of the differential operator can be lifted to the level of boundary value prob...

Abstract Date Presented 04/01/2022 We present results of a latent variable path analysis indicating that postconcussive symptoms may heighten risk for suicidal thoughts among Veterans by limiting successful participation. discuss implications with respect to OT’s role in suicide prevention efforts. Primary Author and Speaker: Adam Kinney Contributing Authors: Ryan O. Stephenson, Alison M. Cogan...

This paper considers a new risk model with constant dividend barrier, which the claim amount affected by threshold value. The hypothesis of is presented and integro-differential equation for Gerber-Shiu penalty function given. Then linear solution discounted figured out. also derives expected payments. An example given too.

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In this paper, we consider a fairly large class of dependent Sparre Andersen risk models where the claim sizes belong to the class of Coxian distributions. We analyze the Gerber-Shiu discounted penalty function when the penalty function depends on the deficit at ruin. We show that the system of equations needed to solve for this quantity is surprisingly simple. Various applications of this resu...