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 / 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: On the Time Value of Ruin / rank | |||
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| Property / cites work: Analysis of a defective renewal equation arising in ruin theory / rank | |||
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| 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: When does surplus reach a certain level before ruin? / rank | |||
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Latest revision as of 16:51, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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