Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims
type: Item
instance of: scholarly article
title: Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims
zbMATH Open document ID: 1231.91153
author: Stathis Chadjiconstantinidis
author: Apostolos D. Papaioannou
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 6004664
zbMATH Keywords: compound Poisson process
zbMATH Keywords: generalized Erlang risk process
zbMATH Keywords: discounted penalty function
zbMATH Keywords: defective renewal equations
zbMATH Keywords: dividend barrier
zbMATH Keywords: rationally distributed claim severities
zbMATH Keywords: present value of the dividend payments
zbMATH Keywords: moment-generating function
zbMATH Keywords: dividends-penalty identity
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.10.003
OpenAlex ID: W2041589698
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DOI: 10.1016/J.INSMATHECO.2009.10.003
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description: scientific article; zbMATH DE number 6004664