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The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times.

Min SongQingbin MengRong WuJiandong Ren
Published in: Appl. Math. Comput. (2010)
Keyphrases
  • penalty function
  • process model
  • neural network
  • decision making
  • risk assessment
  • preprocessing phase
  • dynamic programming
  • iterative process
  • feedback loop
  • penalty functions