The Laplace transform of ruin time with investment and barrier dividend

DOI10.3724/SP.J.1249.2021.02214zbMATH Open1474.91034OpenAlexW3180474238MaRDI QIDQ4996191FDOQ4996191

Authors: Zongqi Sun, Peng Yang 

Publication date: 1 July 2021

Published in: Journal of Shenzhen University Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3724/sp.j.1249.2021.02214

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zbMATH Keywords

Gerber-Shiu functionbarrier dividendventure capital investmentLaplace transform of ruin timecompound Poisson-geometric process

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Laplace transform (44A10) Risk models (general) (91B05)

Cited In (2)

• Title not available (Why is that?)
• The Laplace transform of annuities certain with exponential time distribution

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