Browsing Theses by Author "Woo, Jae-Kyung"
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Gerber-Shiu analysis in some dependent Sparre Andersen risk models
Woo, Jae-Kyung (University of Waterloo, 2010-08-11)In this thesis, we consider a generalization of the classical Gerber-Shiu function in various risk models. The generalization involves introduction of two new variables in the original penalty function including the surplus ...