Application of Advanced Integrodifferential Equations in Insurance Mathematics and Process Engineering

DOI10.1007/978-3-319-08251-6_8zbMath1315.91033OpenAlexW35187625MaRDI QIDQ5259814

Éva Orbán-Mihálykó, Csaba Mihálykó

Publication date: 29 June 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-08251-6_8

zbMATH Keywords

dual risk modelprocess engineeringadvanced integrodifferential equationLODE-type distribution

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Renewal theory (60K05)

Related Items (1)

Maximum surplus and \(R_n\) class of distributions with an application to dividends

Cites Work

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• An algebraic operator approach to the analysis of Gerber-Shiu functions
• Ruin probability for correlated negative risk sums model with Erlang processes
• On the dual risk model with tax payments
• On ruin for the Erlang \((n)\) risk process
• Optimal dividends in the dual model
• On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
• On a dual model with a dividend threshold
• Aspects of risk theory
• Ruin probability for renewal risk model with negative risk sums
• The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
• On a compounding assets model with positive jumps
• The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
• On a general class of renewal risk process: analysis of the Gerber-Shiu function
• On the Time Value of Ruin

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