On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
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Publication:297901
DOI10.1016/J.AMC.2014.09.059zbMATH Open1338.60219OpenAlexW2066028765MaRDI QIDQ297901FDOQ297901
Publication date: 17 June 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2014.09.059
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Gerber-Shiu functiondual risk modelgeneralized penalty functionlast inter-arrival timeperpetual insurancesemi-Markovian risk process
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Cited In (8)
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion
- On a time-changed Lévy risk model with capital injections and periodic observation
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS
- Asynchronous dissipative control design for semi-Markovian jump systems with uncertain probability distribution functions of sojourn-time
- On the dual risk model with Parisian implementation delays in dividend payments
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