The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds

DOI10.1007/s13226-014-0076-5zbMath1333.91031OpenAlexW2062108565MaRDI QIDQ254739

Zhaojun Yang, Wu-Yuan Jiang

Publication date: 8 March 2016

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13226-014-0076-5

zbMATH Keywords

phase-type distributionGerber-Shiu penalty functionmultiple thresholdsperturbed processtwo classes of risk processes

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items

The maximum surplus before ruin for two classes of perturbed risk model, Unnamed Item

Cites Work

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