On the Gerber-Shiu function for a risk model with multi-layer dividend strategy
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Publication:419158
DOI10.1016/J.SPL.2011.11.002zbMath1239.60089OpenAlexW2012861706MaRDI QIDQ419158
Publication date: 18 May 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.11.002
Related Items (3)
The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier ⋮ Unnamed Item
Cites Work
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
- Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
- The perturbed compound Poisson risk model with multi-layer dividend strategy
- Boundary Problems for a Compound Poisson Process
- Method of Potential in Boundary Problems for Processes with Independent Increases and Jumps of the Same Sign
- On Ruin Problems for a Compound Poisson Process
- On the Time Value of Ruin
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