On a multi-threshold compound Poisson surplus process with interest

DOI10.1080/03461231003603054MaRDI QIDQ2866279zbMATH OpenOpenAlexFDO

Authors Ilie-Radu Mitric, Kristina P. Sendova

Publication date 13 December 2013

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461231003603054

zbMATH Keywords

compound Poisson modelGerber-Shiu functionnon-homogenous integro-differential equation

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1818854 (Why is no real title available?)
• scientific article; zbMATH DE number 2193953 (Why is no real title available?)
• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
• On the time value of absolute ruin with debit interest
• On the Time Value of Ruin
• Ruin Problems for Phase-Type(2) Risk Processes

Cited in

(2)

• On a multi-threshold compound Poisson process perturbed by diffusion
• A surplus process involving a compound Poisson counting process and applications

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