Preischl, M.; Thonhauser, S. Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model. (English) Zbl 1410.91282 Insur. Math. Econ. 87, 82-91 (2019). MSC: 91B30 93E20 60K10 60J75 PDF BibTeX XML Cite \textit{M. Preischl} and \textit{S. Thonhauser}, Insur. Math. Econ. 87, 82--91 (2019; Zbl 1410.91282) Full Text: DOI
Preischl, Michael; Thonhauser, Stefan; Tichy, Robert F. Integral equations, quasi-Monte Carlo methods and risk modeling. (English) Zbl 1405.65177 Dick, Josef (ed.) et al., Contemporary computational mathematics – a celebration of the 80th birthday of Ian Sloan. In 2 volumes. Cham: Springer (ISBN 978-3-319-72455-3/hbk; 978-3-319-72456-0/ebook). 1051-1074 (2018). MSC: 65R20 65C30 65C05 45B05 65C40 65D30 91B30 PDF BibTeX XML Cite \textit{M. Preischl} et al., in: Contemporary computational mathematics -- a celebration of the 80th birthday of Ian Sloan. In 2 volumes. Cham: Springer. 1051--1074 (2018; Zbl 1405.65177) Full Text: DOI