On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income

DOI10.1016/J.CAM.2014.03.011zbMATH Open1291.91108OpenAlexW2043893308MaRDI QIDQ2252249FDOQ2252249

Publication date: 16 July 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2014.03.011

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带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析（英）

zbMATH Keywords

Laplace transform by-claim auxiliary model Lagrange interpolation theorem Rouché theorem

Mathematics Subject Classification ID

Cites Work

On the expected discounted penalty functions for two classes of risk processes
On the Time Value of Ruin
Ruin probabilities allowing for delay in claims settlement
Ruin probabilities for time-correlated claims in the compound binomial model.
On Ultimate Ruin in a Delayed-Claims Risk Model
The compound binomial risk model with time-correlated claims
On the expected discounted penalty function at ruin of a surplus process with interest.
On a risk model with random incomes and dependence between claim sizes and claim intervals
On the expected discounted penalty function for the compound Poisson risk model with delayed claims
Analysis of a defective renewal equation arising in ruin theory
A risk model with paying dividends and random environment
The expected discounted penalty function under a renewal risk model with stochastic income
The compound binomial risk model with delayed claims and random income
On a compound Poisson risk model with delayed claims and random incomes
Asymptotic analysis of a risk process with high dividend barrier

Cited In (13)

On an insurance ruin model with a causal dependence structure and perturbation
Title not available (Why is that?)
带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析（英）
The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier
On the Gerber–Shiu function with random discount rate
The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims
The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
On the discounted penalty function in a perturbed Erlang renewal risk model with dependence
Title not available (Why is that?)
The Gerber-Shiu discounted penalty function: a review from practical perspectives
On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes
The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate

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