Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2007.11.004
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+W2042809218
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+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
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+A Risk Model with Multilayer Dividend Strategy
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+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
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+The Time Value of Ruin in a Sparre Andersen Model
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+The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
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+The compound Poisson risk model with a threshold dividend strategy
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+The compound Poisson risk model with multiple thresholds
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+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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+Publication:931185