44 citations · 231 across the 45 of their papers we have counts for
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q-fin.RM2022★ 17 cited
The Gerber-Shiu discounted penalty function: A review from practical perspectives
Yue He, Reiichiro Kawai, Yasutaka Shimizu +1
The Gerber-Shiu function provides a unified framework for the evaluation of a variety of risk quantities. Ever since its establishment, it has attracted constantly increasing inter…
q-fin.RM2010★ 44 cited
Precautionary Measures for Credit Risk Management in Jump Models
Masahiko Egami, Kazutoshi Yamazaki
Sustaining efficiency and stability by properly controlling the equity to asset ratio is one of the most important and difficult challenges in bank management. Due to unexpected an…