The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy

DOI10.1016/j.spl.2015.08.025zbMath1357.91020OpenAlexW1467348036MaRDI QIDQ900947

Jie Xiong, Shuaiqi Zhang, Xiang Dong Liu

Publication date: 23 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.08.025

zbMATH Keywords

Gerber-Shiu discounted penalty functionimpulsive dividendnumber of dividend payments

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items

The Gerber-Shiu discounted penalty function: a review from practical perspectives, On a discrete-time risk model with time-dependent claims and impulsive dividend payments

Cites Work

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• Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
• On the expectation of total discounted operating costs up to default and its applications
• On the Time Value of Ruin