A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function
From MaRDI portal
Publication:4684852
DOI10.1017/jpr.2016.99zbMath1401.60083OpenAlexW1805668055MaRDI QIDQ4684852
Onno J. Boxma, Esther Frostig, David Perry
Publication date: 26 September 2018
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2016.99
Related Items
Cites Work
- Unnamed Item
- Gerber-Shiu risk theory
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
- Refracted Lévy processes
- The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
- Introductory lectures on fluctuations of Lévy processes with applications.
- The compound Poisson risk model with a threshold dividend strategy
- On optimal dividends: from reflection to refraction
- The Theory of Scale Functions for Spectrally Negative Lévy Processes