Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier

DOI10.1007/s11464-014-0409-zzbMath1345.60081MaRDI QIDQ893334

Chuangji An, Shan-shan Wang, Chun-sheng Zhang

Publication date: 19 November 2015

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-014-0409-z

zbMATH Keywords

ruin time; Gerber-Shiu function; surplus before ruin; deficit at ruin; dividend barrier; discrete risk model

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

Cites Work

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