Gerber–Shiu function for the discrete inhomogeneous claim case
From MaRDI portal
Publication:4903511
DOI10.1080/00207160.2012.693607zbMath1255.91176MaRDI QIDQ4903511
E. Bieliauskienė, Jonas Šiaulys
Publication date: 22 January 2013
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2012.693607
ruin probability; recursive formula; Gerber-Shiu function; discrete time risk model; inhomogeneous claims
60G50: Sums of independent random variables; random walks
Related Items
Unnamed Item, Bi-seasonal discrete time risk model, Ruin probability in the three-seasonal discrete-time risk model, Ruin probability for the bi-seasonal discrete time risk model with dependent claims, The Gerber-Shiu discounted penalty function: a review from practical perspectives
Cites Work
- Finite-time ruin probability in the inhomogeneous claim case
- Ruin probabilities in the compound binomial model
- The expected discounted penalty at ruin in the risk process with random income
- Ruin models with investment income
- Recursive calculation of finite-time ruin probabilities
- Risk process with random income
- On a class of renewal risk model with random income
- On the Time Value of Ruin