On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion
type: Item
instance of: scholarly article
title: On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion
zbMATH Open document ID: 1410.91275
author: Zhimin Zhang
author: Chao-Lin Liu
published in: Advances in Difference Equations
publication date: 2016-10-05T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 44A10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6632987
zbMATH Keywords: generalized Gerber-Shiu function
zbMATH Keywords: integral equations
zbMATH Keywords: Laplace transform
zbMATH Keywords: combination of exponentials
Wikidata QID: Q59436109
MaRDI profile type: Publication
full work available at URL: s13662-015-0378-x
OpenAlex ID: W2149455016
cites work: Q5637709
cites work: A generalized defective renewal equation for the surplus process perturbed by diffusion.
cites work: The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
cites work: Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
cites work: On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
cites work: On the Time Value of Ruin
cites work: On the expectation of total discounted operating costs up to default and its applications
cites work: Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
cites work: On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
cites work: Introductory lectures on fluctuations of Lévy processes with applications.
cites work: On the time to ruin for Erlang(2) risk processes.
cites work: On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
cites work: Fitting combinations of exponentials to probability distributions
DOI: 10.1186/S13662-015-0378-X
description: scientific article; zbMATH DE number 6632987