Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims
DOI10.1016/j.insmatheco.2009.10.003zbMath1231.91153OpenAlexW2041589698MaRDI QIDQ659173
Apostolos D. Papaioannou, Stathis Chadjiconstantinidis
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.10.003
moment-generating functioncompound Poisson processdiscounted penalty functiondividend barrierdefective renewal equationsdividends-penalty identitygeneralized Erlang risk processpresent value of the dividend paymentsrationally distributed claim severities
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Cites Work
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