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• W2067332015 abstract "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 result are also considered." @default.
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• W2067332015 date "2013-04-29" @default.
• W2067332015 modified "2023-10-03" @default.
• W2067332015 title "A note on deficit analysis in dependency models involving Coxian claim amounts" @default.
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• W2067332015 doi "https://doi.org/10.1080/03461238.2012.723044" @default.
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