On the Gerber-Shiu discounted penalty function in a risk model with delayed claims
type: Item
instance of: scholarly article
title: On the Gerber-Shiu discounted penalty function in a risk model with delayed claims
zbMATH Open document ID: 1296.91172
author: Wei Zou
author: Jie-hua Xie
published in: Journal of the Korean Statistical Society
publication date: 2014-09-26T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6348536
zbMATH Keywords: continuous time risk model
zbMATH Keywords: Gerber-Shiu discounted penalty function
zbMATH Keywords: delayed claim
zbMATH Keywords: Laplace transform
zbMATH Keywords: defective renewal equation
MaRDI profile type: Publication
full work available at URL: j.jkss.2011.12.004
OpenAlex ID: W2058781601
cites work: Single-server queue with Markov-dependent inter-arrival and service times
cites work: On the discounted penalty function in a Markov-dependent risk model
cites work: On the time to ruin for Erlang(2) risk processes.
cites work: The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
cites work: On the Time Value of Ruin
cites work: On ruin for the Erlang \((n)\) risk process
cites work: On the expected discounted penalty functions for two classes of risk processes
cites work: Analysis of a defective renewal equation arising in ruin theory
cites work: The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
cites work: Large deviations for risk models in which each main claim induces a delayed claim
cites work: Q5331504
cites work: Q4230625
cites work: On the discounted distribution functions of the surplus process perturbed by diffusion.
cites work: Ruin probabilities allowing for delay in claims settlement
cites work: The compound binomial risk model with time-correlated claims
cites work: Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
cites work: On the expected discounted penalty function for the compound Poisson risk model with delayed claims
cites work: Ruin probabilities for time-correlated claims in the compound binomial model.
cites work: On Ultimate Ruin in a Delayed-Claims Risk Model
DOI: 10.1016/J.JKSS.2011.12.004
description: scientific article; zbMATH DE number 6348536