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

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-.1016/j.insmatheco.2007.11.004
@@ Property / DOI: 10.1016/j.insmatheco.2007.11.004 / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2007.11.004
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+W2042809218
@@ Property / OpenAlex ID: W2042809218 / rank @@
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@@ Property / cites work @@
+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
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+Q2895133
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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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+On a class of renewal risk models with a constant dividend barrier
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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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@@ Property / DOI @@
+.1016/J.INSMATHECO.2007.11.004
@@ Property / DOI: 10.1016/J.INSMATHECO.2007.11.004 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:931185