The Gerber-Shiu discounted penalty function of an improved Poisson-geometric risk model

MaRDI QIDQ5277486zbMATH OpenFDO

Authors Kelin Qiao, Jianqin Han

Publication date 14 July 2017

zbMATH Keywords

Poisson processruin probabilityrenewal equationPoisson-geometric process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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• The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate

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