Gerber-Shiu analysis of a risk model with capital injections

DOI10.1007/s13385-016-0131-1zbMath1394.91209OpenAlexW2470933446MaRDI QIDQ2356638

David C. M. Dickson, Marjan Qazvini

Publication date: 6 June 2017

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-016-0131-1

zbMATH Keywords

ruin probabilityexponential claimscapital injectionsGerber-Shiu functionnumber of claims until ruinfinite time ruin

Mathematics Subject Classification ID

Related Items (6)

On a time-changed Lévy risk model with capital injections and periodic observation ⋮ Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ On the time to ruin for a dependent delayed capital injection risk model ⋮ ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS ⋮ Ruin probabilities under capital constraints

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