On the generalized Gerber-Shiu function for surplus processes with interest

DOI10.1016/j.insmatheco.2012.11.009zbMath1284.91248OpenAlexW2078434099MaRDI QIDQ2442508

Shuanming Li, Yi Lu

Publication date: 3 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.11.009

zbMATH Keywords

ruin probabilitygeneralized Gerber-Shiu functionabsolute ruinmaximum surplus before ruinmaximum deficit after ruinrisk model with interest

Mathematics Subject Classification ID

Related Items (4)

The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes ⋮ On the time and the number of claims when the surplus drops below a certain level ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times

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