On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion

DOI10.1186/s13662-015-0378-xzbMath1410.91275OpenAlexW2149455016WikidataQ59436109 ScholiaQ59436109MaRDI QIDQ318682

Zhimin Zhang, Chao-Lin Liu

Publication date: 5 October 2016

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-015-0378-x

zbMATH Keywords

Laplace transformintegral equationscombination of exponentialsgeneralized Gerber-Shiu function

Mathematics Subject Classification ID

Related Items (5)

On a perturbed compound Poisson model with varying premium rates ⋮ On the discounted penalty function in a perturbed Erlang renewal risk model with dependence ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion ⋮ Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion

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• The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
• On the Time Value of Ruin

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