scientific article; zbMATH DE number 7407564

zbMath1485.91055MaRDI QIDQ5155464

Olga Navickienė, Jonas Sprindys, Jonas Šiaulys

Publication date: 6 October 2021

Full work available at URL: https://content.iospress.com:443/articles/informatica/inf1202

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

penalty function Gerber-Shiu function time of ruin discrete time risk model bi-seasonal model

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Risk models (general) (91B05)

Cites Work

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Cox risk model with variable premium rate and stochastic return on investment
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Gerber-Shiu analysis with two-sided acceptable levels
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RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS
Lévy insurance risk process with Poissonian taxation
Gerber–Shiu function for the discrete inhomogeneous claim case
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On the Distribution of the Surplus Prior and at Ruin

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