Gerber-Shiu functions for a perturbed renewal risk model with two classes of claims
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Publication:4926580
zbMATH Open1274.91258MaRDI QIDQ4926580FDOQ4926580
Authors: Jie Wang, Jianhua Cheng 
Publication date: 20 June 2013
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Cited In (10)
- The Gerber-Shiu penalty functions for two classes of renewal risk processes
- A matrix operator approach to a risk model with two classes of claims
- On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion
- Gerber-Shiu discounted penalty functions for a perturbed risk model with two classes of claims
- The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims
- Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion
- Title not available (Why is that?)
- Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims
- The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate
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