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The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times.
Min Song
Qingbin Meng
Rong Wu
Jiandong Ren
Published in:
Appl. Math. Comput. (2010)
Keyphrases
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penalty function
process model
neural network
decision making
risk assessment
preprocessing phase
dynamic programming
iterative process
feedback loop
penalty functions