On a compound Poisson risk model with delayed claims and random incomes

DOI10.1016/j.amc.2011.05.016zbMath1217.91089OpenAlexW1993572888MaRDI QIDQ555453

Hu Yang, Yuan-yuan Hao

Publication date: 22 July 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.05.016

zbMATH Keywords

Laplace transformGerber-Shiu penalty functioncompound Poisson risk modeldelayed claim

Mathematics Subject Classification ID

Related Items (4)

On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy ⋮ On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income ⋮ On the probability of ruin in a continuous risk model with two types of delayed claims ⋮ Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier

Cites Work

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• On the time to ruin for Erlang(2) risk processes.
• Analysis of a defective renewal equation arising in ruin theory
• On Ultimate Ruin in a Delayed-Claims Risk Model
• On a class of renewal risk model with random income
• On the Time Value of Ruin
• On the modification of Rouche's theorem for the queueing theory problems

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