“On The Expected Discounted Penalty function for Lévy Risk Processes”, José Garrido and Manuel Morales, October 2006

DOI10.1080/10920277.2006.10597422zbMath1480.91077OpenAlexW1529459509MaRDI QIDQ5018746

Hans U. Gerber, Elias S. W. Shiu

Publication date: 22 December 2021

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

Full work available at URL: https://doi.org/10.1080/10920277.2006.10597422

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Risk models (general) (91B05)

Cites Work

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• A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
• “On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005
• On the Time Value of Ruin

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