Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu

DOI10.1080/10920277.2006.10596260zbMath1479.91348OpenAlexW1970795381MaRDI QIDQ5018726

Xiao-Wen Zhou

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10596260

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• The surpluses immediately before and at ruin, and the amount of the claim causing ruin
• Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
• On a Classical Risk Model with a Constant Dividend Barrier
• On the Time Value of Ruin

This page was built for publication: Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu