{"id":"https://openalex.org/W2279370998","doi":"https://doi.org/10.1007/978-3-642-15243-6_31","title":"The Gerber\u2013Shiu Discounted Penalty Function for the Credit Risk Model with Dependent Rates of Interest","display_name":"The Gerber\u2013Shiu Discounted Penalty Function for the Credit Risk Model with Dependent Rates of Interest","publication_year":2010,"publication_date":"2010-09-25","ids":{"openalex":"https://openalex.org/W2279370998","doi":"https://doi.org/10.1007/978-3-642-15243-6_31","mag":"2279370998"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-15243-6_31","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-15243-6_31","pdf_url":null,"source":{"id":"https://openalex.org/S4210204593","display_name":"Computational risk management","issn_l":"2191-1436","issn":["2191-1436","2191-1444"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Risk Management","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5017153530","display_name":"Dan Peng","orcid":"https://orcid.org/0000-0002-6377-6274"},"institutions":[{"id":"https://openalex.org/I121296143","display_name":"Hunan University of Science and Technology","ror":"https://ror.org/02m9vrb24","country_code":"CN","type":"education","lineage":["https://openalex.org/I121296143"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Dan Peng","raw_affiliation_strings":["School of Mathematics, Hunan University of Science and Technology, Xiangtan, 411201, People\u2019s Republic of China","School of Mathematics, Hunan University of Science and Technology, Xiangtan, 411201, People's Republic of China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, Hunan University of Science and Technology, Xiangtan, 411201, People\u2019s Republic of China","institution_ids":["https://openalex.org/I121296143"]},{"raw_affiliation_string":"School of Mathematics, Hunan University of Science and Technology, Xiangtan, 411201, People's Republic of China","institution_ids":["https://openalex.org/I121296143"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5084629689","display_name":"Zaiming Liu","orcid":"https://orcid.org/0000-0002-9040-3924"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zaiming Liu","raw_affiliation_strings":["School of Mathematics, Central South University, Changsha, 410075, People\u2019s Republic of China","School of Mathematics, Central South University, Changsha, 410075, People's Republic of China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, Central South University, Changsha, 410075, People\u2019s Republic of China","institution_ids":["https://openalex.org/I139660479"]},{"raw_affiliation_string":"School of Mathematics, Central South University, Changsha, 410075, People's Republic of China","institution_ids":["https://openalex.org/I139660479"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5017153530"],"corresponding_institution_ids":["https://openalex.org/I121296143"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.17153197,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"269","last_page":"275"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9860000014305115,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/penalty-method","display_name":"Penalty method","score":0.7137736082077026},{"id":"https://openalex.org/keywords/ruin-theory","display_name":"Ruin theory","score":0.6969780325889587},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.6917117834091187},{"id":"https://openalex.org/keywords/risk-model","display_name":"Risk model","score":0.6695608496665955},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5970355868339539},{"id":"https://openalex.org/keywords/interest-rate","display_name":"Interest rate","score":0.5050762295722961},{"id":"https://openalex.org/keywords/credit-risk","display_name":"Credit risk","score":0.45121434330940247},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.44928881525993347},{"id":"https://openalex.org/keywords/joint-probability-distribution","display_name":"Joint probability distribution","score":0.44470441341400146},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4352295696735382},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.42457136511802673},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3517993688583374},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3357491195201874},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.2789134681224823},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.21424251794815063},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.08851790428161621}],"concepts":[{"id":"https://openalex.org/C6180225","wikidata":"https://www.wikidata.org/wiki/Q3411771","display_name":"Penalty method","level":2,"score":0.7137736082077026},{"id":"https://openalex.org/C29859451","wikidata":"https://www.wikidata.org/wiki/Q17082609","display_name":"Ruin theory","level":3,"score":0.6969780325889587},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.6917117834091187},{"id":"https://openalex.org/C2986432223","wikidata":"https://www.wikidata.org/wiki/Q5449740","display_name":"Risk model","level":2,"score":0.6695608496665955},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5970355868339539},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.5050762295722961},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.45121434330940247},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.44928881525993347},{"id":"https://openalex.org/C18653775","wikidata":"https://www.wikidata.org/wiki/Q1333358","display_name":"Joint probability distribution","level":2,"score":0.44470441341400146},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4352295696735382},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.42457136511802673},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3517993688583374},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3357491195201874},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.2789134681224823},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.21424251794815063},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.08851790428161621},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-15243-6_31","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-15243-6_31","pdf_url":null,"source":{"id":"https://openalex.org/S4210204593","display_name":"Computational risk management","issn_l":"2191-1436","issn":["2191-1436","2191-1444"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Risk Management","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":3,"referenced_works":["https://openalex.org/W1998663529","https://openalex.org/W2029538550","https://openalex.org/W2032560846"],"related_works":["https://openalex.org/W2354594548","https://openalex.org/W2901314747","https://openalex.org/W2772626097","https://openalex.org/W2366136473","https://openalex.org/W2388810132","https://openalex.org/W2392044194","https://openalex.org/W2382334877","https://openalex.org/W1988942506","https://openalex.org/W2747642362","https://openalex.org/W2063025978"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}