The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. |
scientific article |
Statements
The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English)
0 references
14 February 2004
0 references
ruin
0 references
integro-differential equation
0 references
Lundberg equation
0 references
renewal equation
0 references
compound geometric
0 references
time of ruin
0 references
surplus before ruin
0 references
deficit at ruin
0 references
exponential distribution
0 references
mixture of exponentials
0 references
stationary renewal risk process
0 references
Sparre Andersen process
0 references
0 references
0 references
0 references
