Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier

DOI10.1007/s11464-014-0409-zzbMath1345.60081OpenAlexW2055257685MaRDI QIDQ893334

Chuangji An, Shan-shan Wang, Chun-sheng Zhang

Publication date: 19 November 2015

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-014-0409-z

zbMATH Keywords

ruin timeGerber-Shiu functionsurplus before ruindeficit at ruindividend barrierdiscrete risk model

Mathematics Subject Classification ID

Cites Work

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• Some Optimal Dividends Problems
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• On the Time Value of Ruin
• A review of discrete-time risk models

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