The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy

DOI10.1016/J.SPL.2012.05.002zbMATH Open1247.91083OpenAlexW1988617611MaRDI QIDQ452872FDOQ452872

Jieming Zhou, Chao Deng, Yingchun Deng

Publication date: 18 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.002

Recommendations

• A class of delayed renewal risk processes with a threshold dividend strategy
• On the Gerber-Shiu function for a risk model with multi-layer dividend strategy
• The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
• The discounted penalty function with multi-layer dividend strategy in the phase-type risk model
• A note on a class of delayed renewal risk processes

zbMATH Keywords

multi-layer dividend strategytime to ruinGerber-Shiu discounted penalty functiondelayed renewal risk processordinary renewal risk model

Mathematics Subject Classification ID

Cites Work

• The Time Value of Ruin in a Sparre Andersen Model
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
• The compound Poisson risk model with multiple thresholds
• A Risk Model with Multilayer Dividend Strategy
• A note on a class of delayed renewal risk processes
• The compound Poisson risk model with a threshold dividend strategy
• The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
• On the renewal risk model under a threshold strategy
• The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
• A class of delayed renewal risk processes with a threshold dividend strategy

Cited In (7)

• On the probability of ruin in a continuous risk model with two types of delayed claims
• The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
• The perturbed compound Poisson risk model with proportional investment
• The risk model with stochastic premiums and a multi-layer dividend strategy
• Computing two actuarial quantities under multilayer dividend strategy with a constant interest rate: based on Sinc methods
• Title not available (Why is that?)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives

This page was built for publication: The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q452872)