Risk measures on the space of infinite sequences
Axiomatically based risk measures have been the object of numerous studies and generalizations in recent years. In the literature we find...
On a generalization of the Gerber–Shiu function to path-dependent penalties
The Expected Discounted Penalty Function (EDPF) was introduced in a series of now classical papers. Motivated by applications in option...
On the expected discounted penalty function for a perturbed risk process driven by a subordinator
The Expected Discounted Penalty Function (EDPF) was introduced in a series of now classical papers [Gerber, H.U., Shiu, E.S.W., 1997. The...
