Results 91 to 100 of about 5,349,529 (108)

The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims

Acta Mathematicae Applicatae Sinica, 2015
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Li, Jin-Zhu, Wu, Rong
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The Gerber–Shiu discounted penalty function for classical risk model with a two-step premium rate

Statistics and Probability Letters, 2006
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Zhang, H. Y., Zhou, M., Guo, J. Y.
exaly   +2 more sources

The Gerber-Shiu discounted penalty function for classical risk model with a linear dividend barrier

2011 International Conference on Consumer Electronics, Communications and Networks (CECNet), 2011
In this paper, we consider the classical risk model with a linear dividend barrier. In this model, we study the Gerber-Shiu discounted penalty function. Two integro-differential equations for the Gerber-Shiu discounted penalty function are derived. The analytic results of discounted penalty function are obtained.
Zhongqiang Liu
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The Gerber–Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy

Statistics and Probability Letters, 2012
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Jieming Zhou, Yingchun Deng
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The Gerber-Shiu Discounted Penalty Function with Stochastic Interest Force under a Two-Step Premium Rate Risk Model

2009 International Conference on Information Management, Innovation Management and Industrial Engineering, 2009
In this paper, we consider the Gerber-Shiu discounted penalty function for a classical risk model with a two-step premium rate and a linear dividend barrier. An integro-differential equation for the Gerber-Shiu discounted penalty function under stochastic interest force is derived and solved, then the Lundberg fundamental equation is given also.
Yujuan Huang
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The Gerber-Shiu discounted penalty function with a threshold stratregy for classical risk model perturbed by diffusion

2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC), 2011
In this paper, the classical risk model perturbed by diffusion is considered in presence of a constant dividend barrier. We study the Gerber-Shiu discounted penalty function. Two integro-differential equations for the Gerber-Shiu discounted penalty function are derived and solved. The analytic results of discounted penalty function are obtained.
null Xuesi Ma, null Junxiang Cheng
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On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution

Insurance: Mathematics and Economics, 2008
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Landriault, David, Willmot, Gordon
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Gerber–Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy

Insurance: Mathematics and Economics, 2008
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Yang, Hu, Zhang, Zhimin
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The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function

Insurance: Mathematics and Economics, 2003
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Lin, X. Sheldon, Willmot, Gordon E., Drekic, Steve   +2 more
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On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest

North American Actuarial Journal, 2007
Abstract In this paper we study the Gerber-Shiu discounted penalty function for the ordinary renewal risk model modified by the constant interest on the surplus. Explicit answers are expressed by an infinite series, and a relational formula for some important joint density functions is derived.
Rong Wu, Yuhua Lu, Ying Fang
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