Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model

DOI10.1155/2019/3607201zbMath1453.91039OpenAlexW2942757087MaRDI QIDQ2296488

Chaoran Cui, Yujuan Huang, Wenguang Yu, Yu Pan

Publication date: 18 February 2020

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

Full work available at URL: https://doi.org/10.1155/2019/3607201

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)

Related Items (2)

Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives

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