On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy
type: Item
instance of: scholarly article
title: On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy
zbMATH Open document ID: 1232.91354
author: Zhaoyang Lu
author: Wei Xu
author: Decai Sun
author: Weiguo Han
published in: Journal of Computational and Applied Mathematics
publication date: 2009-09-29T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 44A10
zbMATH DE Number: 5608850
zbMATH Keywords: generalized Erlang risk process
zbMATH Keywords: Gerber-Shiu discounted penalty function
zbMATH Keywords: integro-differential equations
zbMATH Keywords: renewal equation
zbMATH Keywords: threshold dividend strategy
zbMATH Keywords: Dickson-Hipp operator
MaRDI profile type: Publication
full work available at URL: j.cam.2009.06.030
OpenAlex ID: W1984342101
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DOI: 10.1016/J.CAM.2009.06.030
description: scientific article; zbMATH DE number 5608850