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

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Property / DOI: 10.1016/j.spl.2005.12.024 / rank
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Property / author: Hua-Yue Zhang / rank
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Property / author
 
Property / author: Jun-Yi Guo / rank
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Property / author
 
Property / author: Hua-Yue Zhang / rank
 
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Property / author
 
Property / author: Jun-Yi Guo / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2005.12.024 / rank
 
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Property / OpenAlex ID: W2001275281 / rank
 
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Property / cites work
 
Property / cites work: The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin / rank
 
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Property / cites work
 
Property / cites work: On the Time Value of Ruin / rank
 
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Property / cites work
 
Property / cites work: Analysis of a defective renewal equation arising in ruin theory / rank
 
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Property / cites work
 
Property / cites work: The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. / rank
 
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Property / cites work
 
Property / cites work: When does surplus reach a certain level before ruin? / rank
 
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Property / DOI
 
Property / DOI: 10.1016/J.SPL.2005.12.024 / rank
 
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Latest revision as of 00:38, 19 December 2024

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The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
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    The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate (English)
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    30 June 2006
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    discounted penalty function
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    ruin probability
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    integro-differential equation
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    surplus before ruin
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    deficit at ruin
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