The Gerber-Shiu functions of the double compound Poisson risk process in a threshold dividend strategy

zbMATH Open1249.62010MaRDI QIDQ2886258FDOQ2886258

Authors: Shijun Li, Ruixing Ming, Longsheng Huang 

Publication date: 1 June 2012

Published in: Journal of Jiangxi Normal University. Natural Science Edition (Search for Journal in Brave)

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zbMATH Keywords

integro-differential equationsthreshold strategy

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (5)

• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy
• Title not available (Why is that?)
• Compound Poisson risk model with double-threshold dividend strategy
• Title not available (Why is that?)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims

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