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

DOI10.1016/J.CAM.2014.03.011MaRDI QIDQ2252249zbMATH OpenOpenAlexFDO

Authors Jianwei Gao, Liyuan Wu

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

zbMATH Keywords

Laplace transformby-claimauxiliary modelLagrange interpolation theoremRouché theorem

Mathematics Subject Classification ID

Recommendations

• On the Gerber-Shiu discounted penalty function in a risk model with delayed claims
• On a compound Poisson risk model with delayed claims and random incomes
• The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
• On a risk model with delayed claims under stochastic interest rates
• 带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析（英）

Cites work

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

Cited in

(18)

• On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
• 带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析（英）
• scientific article; zbMATH DE number 6961075 (Why is no real title available?)
• On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes
• The Gerber-Shiu discounted penalty function: a review from practical perspectives
• The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
• On an insurance ruin model with a causal dependence structure and perturbation
• The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
• The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate
• Randomized dividends in a discrete risk model with time-correlated claims
• On a risk model with delayed claims under stochastic interest rates
• On the Gerber-Shiu function of a MAP risk model with possible delayed phase-type by-claims
• The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims
• On the expected discounted penalty function in a delayed-claims risk model
• On the Gerber–Shiu function with random discount rate
• Analysis of a MAP risk model with stochastic incomes, inter-dependent phase-type claims and a constant barrier
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence
• On the Gerber-Shiu discounted penalty function in a risk model with delayed claims

This page was built for publication: On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2252249)