The Erlang(2) risk process with dependence under a multi-layer dividend strategy

DOI10.3969/J.ISSN.1001-4268.2017.01.001zbMATH Open1389.91052MaRDI QIDQ5367744FDOQ5367744

Authors: Long Yang, Guohe Deng 

Publication date: 20 October 2017

Recommendations

• The compound Poisson risk model with dependence under a multi-layer dividend strategy
• The Erlang (2) risk model with interclaim-dependent claim sizes and constant dividend barrier
• The risk process with dependence based on FGM copula under a multi-layer dividend strategy
• Markov-dependent risk model with multi-layer dividend strategy
• The Erlang (2) risk model with a dividend barrier

zbMATH Keywords

Gerber-Shiu functionmulti-layer dividend strategydefective renewal equationtime-dependent claimsErlang(2) risk model

Mathematics Subject Classification ID

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

Cited In (7)

• On the Gerber-Shiu function for a risk model with multi-layer dividend strategy
• The Markov additive risk process under an Erlangized dividend barrier strategy
• Markov-dependent risk model with multi-layer dividend strategy
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy
• The risk process with dependence based on FGM copula under a multi-layer dividend strategy
• The Erlang (2) risk model with interclaim-dependent claim sizes and constant dividend barrier
• The compound Poisson risk model with dependence under a multi-layer dividend strategy

This page was built for publication: The Erlang(2) risk process with dependence under a multi-layer dividend strategy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5367744)