scientific article; zbMATH DE number 5671410

MaRDI QIDQ3405339zbMATH OpenFDO

Authors Qingzhu Fan, Chuancun Yin

Publication date 12 February 2010

zbMATH Keywords

integro-differential equationdividendcompound Poisson processGerber-Shiu expected discounted penalty function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(4)

• On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy
• The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy
• On the discounted penalty function in a two-step premium rate model with linear dividend barrier
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims

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