On a multi-threshold compound Poisson surplus process with interest

DOI10.1080/03461231003603054zbMath1277.91093OpenAlexW2051629980MaRDI QIDQ2866279

Ilie-Radu Mitric, Kristina P. Sendova

Publication date: 13 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461231003603054

zbMATH Keywords

compound Poisson modelGerber-Shiu functionnon-homogenous integro-differential equation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

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• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
• Ruin Problems for Phase-Type(2) Risk Processes
• On the time value of absolute ruin with debit interest
• On the Time Value of Ruin

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