Gerber–Shiu function

E2232802 UNEXPLORED

The Gerber–Shiu function is a key tool in ruin theory that characterizes the expected discounted penalty at the time of an insurer’s ruin, capturing both the probability and severity of ruin-related events.

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Gerber–Shiu function canonical	1

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Cramér–Lundberg model → relatedTo → Gerber–Shiu function ⓘ

subject linked to: Cramér–Lundberg model in risk theory