scientific article; zbMATH DE number 6531822

zbMATH Open1340.91044MaRDI QIDQ3461206FDOQ3461206

Hui Ou, Xu Chen

Publication date: 15 January 2016

Title of this publication is not available (Why is that?)

zbMATH Keywords

Laplace transformruin probabilityintegro-differential equationGerber-Shiu discounted penalty functionElzaki transform

Mathematics Subject Classification ID

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

Cited In (2)

• On the expected discounted penalty function for the compound Poisson risk model with delayed claims
• Title not available (Why is that?)

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• On the expected discounted penalty functions for two classes of risk processes 👍 👎
• Randomized observation periods for the compound Poisson risk model: the discounted penalty function 👍 👎
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model 👍 👎
• On the expected discounted penalty function for the compound Poisson risk model with delayed claims 👍 👎
• The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest 👍 👎
• Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model 👍 👎
• On the expected discounted penalty function for the continuous-time compound binomial risk model 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3461206)