On the Gerber-Shiu function for a risk model with multi-layer dividend strategy
type: Item
instance of: scholarly article
title: On the Gerber-Shiu function for a risk model with multi-layer dividend strategy
zbMATH Open document ID: 1239.60089
author: Mykola Bratiichuk
published in: Statistics \& Probability Letters
publication date: 2012-05-18T00:00:00Z
Mathematics Subject Classification ID: 60K30
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6036270
zbMATH Keywords: risk process
zbMATH Keywords: Gerber-Shiu function
zbMATH Keywords: ruin probability
zbMATH Keywords: boundary functionals
MaRDI profile type: Publication
full work available at URL: j.spl.2011.11.002
OpenAlex ID: W2012861706
cites work: Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
cites work: On the Time Value of Ruin
cites work: Boundary Problems for a Compound Poisson Process
cites work: On Ruin Problems for a Compound Poisson Process
cites work: Method of Potential in Boundary Problems for Processes with Independent Increases and Jumps of the Same Sign
cites work: Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
cites work: The perturbed compound Poisson risk model with multi-layer dividend strategy
DOI: 10.1016/J.SPL.2011.11.002
description: scientific article; zbMATH DE number 6036270