A class of delayed renewal risk processes with a threshold dividend strategy
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Publication:966537
DOI10.1007/s10255-009-9078-1zbMath1186.91122OpenAlexW1973882795MaRDI QIDQ966537
Publication date: 23 April 2010
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-009-9078-1
ruin probabilitythreshold dividend strategyGerber-Shiu discounted penalty functiondelayed renewal risk processordinary renewal risk model
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Related Items (2)
The discounted penalty function with multi-layer dividend strategy in the phase-type risk model ⋮ The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy
Cites Work
- A note on a class of delayed renewal risk processes
- The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
- Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
- The perturbed Sparre Andersen model with a threshold dividend strategy
- On ruin for the Erlang \((n)\) risk process
- On the time to ruin for Erlang(2) risk processes.
- The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
- The compound Poisson risk model with a threshold dividend strategy
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