On a perturbed compound Poisson model with varying premium rates

DOI10.3934/JIMO.2016043zbMath1364.91076OpenAlexW2514518941MaRDI QIDQ2628181

Yang Yang, Zhimin Zhang, Chao-Lin Liu

Publication date: 12 June 2017

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2016043

zbMATH Keywords

ruinLaplace transformGerber-Shiu functionvarying premium rates

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (3)

A note on a Lévy insurance risk model under periodic dividend decisions ⋮ The compound Poisson risk model under a mixed dividend strategy ⋮ Unnamed Item

Cites Work

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