Search Results - subject:"Gerber-Shiu expected discounted penalty function"

On the compound poisson risk model with periodic capital injections

Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 435-477

Persistent link: https://www.econbiz.de/10011875624

Lévy insurance risk process with Poissonian taxation

Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang - In: Scandinavian actuarial journal (2017) 1, pp. 51-87

Persistent link: https://www.econbiz.de/10011771965

Some results on absolute ruin in the perturbed insurance risk model with investment and debit interests

Yu, Wenguang - In: Economic Modelling 31 (2013) C, pp. 625-634

of the present value of all dividends until absolute ruin and the Gerber–Shiu expected discounted penalty function are …

Persistent link: https://www.econbiz.de/10010636271

Some results on absolute ruin in the perturbed insurance risk model with investment and debit interests

Yu, Wenguang - In: Economic modelling 31 (2013), pp. 625-634

Persistent link: https://www.econbiz.de/10009731474

Recursive methods for a multi-dimensional risk process with common shocks

Gong, Lan; Badescu, Andrei L.; Cheung, Eric C.K. - In: Insurance: Mathematics and Economics 50 (2012) 1, pp. 109-120

In this paper, a multi-dimensional risk model with common shocks is studied. Using a simple probabilistic approach via observing the risk processes at claim instants, recursive integral formulas are developed for the survival probabilities as well as for a class of Gerber–Shiu expected...

Persistent link: https://www.econbiz.de/10010688104