On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income

DOI10.1155/2013/320146zbMath1264.91075OpenAlexW2086001711WikidataQ58921505 ScholiaQ58921505MaRDI QIDQ1956034

Wenguang Yu

Publication date: 13 June 2013

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/320146

Mathematics Subject Classification ID

Related Items (7)

On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates ⋮ On a discrete interaction risk model with delayed claims and randomized dividends ⋮ Ruin-related problems in the dual risk model under two different randomized observations ⋮ The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier ⋮ Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model ⋮ Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income ⋮ Valuation of guaranteed unitized participating life insurance under MEGB2 distribution

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