scientific article; zbMATH DE number 5630064

MaRDI QIDQ3640571zbMATH OpenFDO

Authors Lingzhi Wang, Xuebao Zhan, Qingwu Gao, Chunsheng Zhang

Publication date 11 November 2009

zbMATH Keywords

compound Poisson risk modelinterest ratetime of ruin

Mathematics Subject Classification ID

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

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(8)

• Extended Gerber-Shiu functions in a risk model with interest
• The perturbed Poisson risk model with constant interest and a threshold dividend strategy under absolute ruin
• The compound Poisson risk model with a threshold strategy under constant interest
• The Classical Risk Model with Constant Interest and Threshold Strategy
• The Gerber-Shiu discounted penalty function of the compound Poisson risk model with multiple thresholds
• On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest
• On the Gerber-Shiu discounted penalty function of dual perturbed risk model with threshold dividend strategy
• The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier

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