The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims

DOI10.1016/j.cam.2009.01.002zbMath1232.91356OpenAlexW2168337939MaRDI QIDQ2390010

Shuanming Li, Zhimin Zhang, Hu Yang

Publication date: 20 July 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.01.002

zbMATH Keywords

Laplace transformintegro-differential equationsGerber-Shiu discounted penalty functiongeneralized Lundberg equation

Mathematics Subject Classification ID

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

Related Items

The Gerber-Shiu penalty functions for two classes of renewal risk processes ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ On the expected discounted penalty function for the compound Poisson risk model with delayed claims ⋮ Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims ⋮ The maximum surplus before ruin for two classes of perturbed risk model ⋮ A matrix operator approach to a risk model with two classes of claims ⋮ A Risk Model Based on Markov Chains with Marked Transitions ⋮ Unnamed Item ⋮ The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds

Cites Work

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