On a discrete-time risk model with delayed claims and dividends

DOI10.3233/RDA-2012-0073zbMath1263.91054MaRDI QIDQ4921212

Rong Wu, Jinzhu Li, Kam-Chuen Yuen

Publication date: 23 May 2013

Published in: Risk and Decision Analysis (Search for Journal in Brave)

zbMATH Keywords

ruin probabilityGerber-Shiu functiondeficit at ruinby-claimcompound binomial risk modelclaim causing ruinMain claimsurplus immediately before ruinrandomized dividend

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Credit risk (91G40)

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