scientific article; zbMATH DE number 5584880

MaRDI QIDQ5320528zbMATH OpenFDO

Authors Shizu Fang, Peichen Zhao, Chunmei Zhang

Publication date 22 July 2009

zbMATH Keywords

asymptotic estimaterecursive formuladiscounted penalty functiondiscrete renewal equationcompound binomial process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• The expected discounted penalty at ruin in the risk process with random income
• scientific article; zbMATH DE number 5583486
• The expected discounted penalty function under a risk model with stochastic income
• The expected discounted penalty at ruin under a stochastic interest rate
• Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model
• On the expected discounted penalty function for a risk model with two classes of claims and random incomes
• The expected penalty function in a discrete Markov-modulated risk model
• The expected discounted penalty at ruin in the Erlang (2) risk process
• The expected discounted penalty function in a renewal risk model with stochastic income

Cited in

(13)

• The expected discounted penalty at ruin in the risk process with random income
• On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes
• Discounted probabilities and ruin theory in the compound binomial model
• The expected discounted penalty function under a renewal risk model with stochastic income
• The compound binomial risk model with delayed claims and random income
• Expected discounted penalty function for a continuous-time compound binomial model:PDMP approach
• On the expected penalty functions in a discrete semi-Markov risk model
• On the expected discounted penalty function for the continuous-time compound binomial risk model
• scientific article; zbMATH DE number 5583486 (Why is no real title available?)
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model
• An ODE approach for the expected discounted penalty at ruin in jump-diffusion model
• The expected penalty function in a discrete Markov-modulated risk model
• On the dividend problem for a discrete time risk model with random income

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5320528)