On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier
From MaRDI portal
Publication:717340
DOI10.1016/S0252-9602(10)60140-3zbMath1237.62157MaRDI QIDQ717340
Juan Liu, Jiancheng Xu, Hu, Yijun
Publication date: 29 September 2011
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0252-9602(10)60140-3
62P05: Applications of statistics to actuarial sciences and financial mathematics
60J99: Markov processes
Related Items
Ruin under stochastic dependence between premium and claim arrivals, Unnamed Item, Markov-dependent risk model with multi-layer dividend strategy, A dependent insurance risk model with surrender and investment under the thinning process, Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums, The Gerber-Shiu discounted penalty function: a review from practical perspectives