The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate (Q2494876): Difference between revisions

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-Hua-Yue Zhang
@@ Property / author: Hua-Yue Zhang / rank @@
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-Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
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+Hua-Yue Zhang
@@ Property / author: Hua-Yue Zhang / rank @@
+Normal rank
@@ Property / author @@
+Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
+Normal rank
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+MaRDI publication profile
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+https://doi.org/10.1016/j.spl.2005.12.024
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+W2001275281
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@@ Property / cites work @@
+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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@@ Property / cites work @@
+Analysis of a defective renewal equation arising in ruin theory
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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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+When does surplus reach a certain level before ruin?
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