On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy

DOI10.1016/J.CAM.2009.06.030zbMath1232.91354OpenAlexW1984342101MaRDI QIDQ843167

Weiguo Han, Wei Xu, Decai Sun, Zhaoyang Lu

Publication date: 29 September 2009

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

Full work available at URL: https://doi.org/10.1016/j.cam.2009.06.030

zbMATH Keywords

integro-differential equationsrenewal equationthreshold dividend strategyGerber-Shiu discounted penalty functiongeneralized Erlang risk processDickson-Hipp operator

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Laplace transform (44A10) Renewal theory (60K05)

Related Items (1)

The Gerber-Shiu discounted penalty function: a review from practical perspectives

Cites Work

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