The Gerber-Shiu penalty functions for a perturbed risk model with two classes of risks and a threshold dividend strategy
type: Item
instance of: scholarly article
zbMATH Open document ID: 1265.91096
author: Guohong Sun
author: Lanpeng Ji
author: Chunsheng Zhang
publication date: 2012-10-05T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6090788
zbMATH Keywords: Gerber-Shiu penalty functions
zbMATH Keywords: threshold dividend strategy
zbMATH Keywords: integro-differential equations
MaRDI profile type: Publication
Recommended article: Q5128285
Recommended article: The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy
Recommended article: The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier
Recommended article: Q5498171
Recommended article: On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
Recommended article: Q3611313
Recommended article: On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy
Recommended article: On the Gerber-Shiu function for a risk model with multi-layer dividend strategy
Recommended article: Q3500437
title: The Gerber-Shiu penalty functions for a perturbed risk model with two classes of risks and a threshold dividend strategy
published in: Chinese Journal of Applied Probability and Statistics
description: scientific article; zbMATH DE number 6090788