scientific article; zbMATH DE number 6961075

DOI10.19603/J.CNKI.1000-1190.2018.01.003MaRDI QIDQ4688113zbMATH OpenFDO

Authors Eryuan Wen, Xiulian Wang

Publication date 22 October 2018

Full work available at URL https://doi.org/10.19603/J.CNKI.1000-1190.2018.01.003

zbMATH Keywords

absolute ruinGerber-Shiu discounted penalty functionLaplace transformphase-type distribution

Mathematics Subject Classification ID

Laplace transform (44A10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(3)

• The Gerber-Shiu discounted penalty function of the classical absolute ruin model with investment and loan
• Differentiability and asymptotic properties of Gerber-Shiu function associated with absolute ruin time for a risk model with random premium incomes
• The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times

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