The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy

DOI10.1016/j.spl.2012.05.002zbMath1247.91083OpenAlexW1988617611MaRDI QIDQ452872

Yingchun Deng, Chao Deng, Jie-Ming Zhou

Publication date: 18 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.002

zbMATH Keywords

time to ruinmulti-layer dividend strategyGerber-Shiu discounted penalty functiondelayed renewal risk processordinary renewal risk model

Mathematics Subject Classification ID

Related Items (4)

The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ The perturbed compound Poisson risk model with proportional investment ⋮ On the probability of ruin in a continuous risk model with two types of delayed claims ⋮ The risk model with stochastic premiums and a multi-layer dividend strategy

Cites Work

• A note on a class of delayed renewal risk processes
• The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
• A class of delayed renewal risk processes with a threshold dividend strategy
• The compound Poisson risk model with multiple thresholds
• On the renewal risk model under a threshold strategy
• The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
• The compound Poisson risk model with a threshold dividend strategy
• A Risk Model with Multilayer Dividend Strategy
• The Time Value of Ruin in a Sparre Andersen Model

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