The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier

DOI10.1155/2014/730174zbMath1406.91201OpenAlexW2101946591WikidataQ59040998 ScholiaQ59040998MaRDI QIDQ1724837

Dan Peng, Zai-Ming Liu, Dong-Hai Liu

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/730174

zbMATH Keywords

risk modelGerber-Shiu discounted penalty functionconstant dividend barrier

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (3)

On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates ⋮ The risk model with stochastic premiums, dependence and a threshold dividend strategy ⋮ The risk model with stochastic premiums and a multi-layer dividend strategy

Cites Work

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