On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy

DOI10.1016/j.cam.2013.02.014zbMath1294.91073OpenAlexW2057277610MaRDI QIDQ2453179

Apostolos D. Papaioannou, Stathis Chadjiconstantinidis

Publication date: 6 June 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.2013.02.014

zbMATH Keywords

ruin probabilitymulti-layer dividend strategydefective renewal equationsrationally distributed claim severitiesexpected discounted penalty functionsVolterra-type integral equation system of second kind

Mathematics Subject Classification ID

Related Items (6)

On a perturbed compound Poisson model with varying premium rates ⋮ The Erlang(n) risk model with two-sided jumps and a constant dividend barrier ⋮ The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier ⋮ The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier ⋮ On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues ⋮ On the probability of ruin in a continuous risk model with two types of delayed claims

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