On the Gerber-Shiu discounted penalty function in a risk model with delayed claims

DOI10.1016/j.jkss.2011.12.004zbMath1296.91172OpenAlexW2058781601MaRDI QIDQ457313

Wei Zou, Jie Hua Xie

Publication date: 26 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.12.004

zbMATH Keywords

Laplace transformdefective renewal equationGerber-Shiu discounted penalty functioncontinuous time risk modeldelayed claim

Mathematics Subject Classification ID

Related Items (3)

The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ On a Risk Model With Delayed Claims Under Stochastic Interest Rates ⋮ On the probability of ruin in a continuous risk model with two types of delayed claims

Cites Work

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