A class of delayed renewal risk processes with a threshold dividend strategy

DOI10.1007/s10255-009-9078-1zbMath1186.91122OpenAlexW1973882795MaRDI QIDQ966537

Wu-Yuan Jiang, Zai-Ming Liu

Publication date: 23 April 2010

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-009-9078-1

zbMATH Keywords

ruin probabilitythreshold dividend strategyGerber-Shiu discounted penalty functiondelayed renewal risk processordinary renewal risk model

Mathematics Subject Classification ID

Related Items (2)

The discounted penalty function with multi-layer dividend strategy in the phase-type risk model ⋮ The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy

Cites Work

• A note on a class of delayed renewal risk processes
• The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
• The perturbed Sparre Andersen model with a threshold dividend strategy
• On ruin for the Erlang \((n)\) risk process
• On the time to ruin for Erlang(2) risk processes.
• The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
• The compound Poisson risk model with a threshold dividend strategy

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