The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model With a Constant Dividend Barrier

Mathematical Problems in Engineering- Egypt

doi 10.1155/2014/450149

Full Text

Abstract

Available in

Categories

Date

January 1, 2014

Authors

Publisher

Hindawi Limited

Related search

Estimating the Gerber-Shiu Expected Discounted Penalty Function for Lévy Risk Model

Discrete Dynamics in Nature and Society

English

“The Time Value of Ruin in a Sparre Andersen Model,’ Hans U. Gerber and Elias S. W. Shiu, April 2005

North American Actuarial Journal

English

On a Generalized Gerber-Shiu Function in a Compound Poisson Model Perturbed by Diffusion

Advances in Difference Equations

Applied Mathematics

English

Algorithmic Analysis of the Sparre Andersen Model in Discrete Time

English

The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy

Methodology and Computing in Applied Probability

English

Subexponential Tails of Discounted Aggregate Claims in a Time-Dependent Renewal Risk Model

Advances in Applied Probability

Applied Mathematics

English

On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Threshold Dividend Strategy

Annals of Actuarial Science

English

On a Dividend-Paying Stock Options Pricing Model (Sopm) Using Constant Elasticity of Variance Stochastic Dynamics

International Journal of Pure and Applied Mathematics

Applied Mathematics

English

A Diffusion Model for Optimal Dividend Distribution for a Company With Constraints on Risk Control

SIAM Journal on Control and Optimization

Applied Mathematics

English