The Gerber–Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2006.03.002 ◽

2007 ◽

Vol 40 (1) ◽

pp. 104-112 ◽

Author(s):

Kam C. Yuen ◽

Guojing Wang ◽

Wai K. Li

Keyword(s):

Penalty Function ◽

Expected Discounted Penalty Function ◽

Discounted Penalty Function ◽

Constant Dividend Barrier ◽

Risk Processes ◽

Expected Discounted Penalty

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“On The Expected Discounted Penalty function for Lévy Risk Processes”, José Garrido and Manuel Morales, October 2006

North American Actuarial Journal ◽

10.1080/10920277.2006.10597422 ◽

2006 ◽

Vol 10 (4) ◽

pp. 216-218 ◽

Author(s):

Hans U. Gerber ◽

Elias S. W. Shiu

Keyword(s):

Penalty Function ◽

Expected Discounted Penalty Function ◽

Discounted Penalty Function ◽

Risk Processes ◽

Expected Discounted Penalty

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Computing the finite-time expected discounted penalty function for a family of Lévy risk processes

Scandinavian Actuarial Journal ◽

10.1080/03461238.2011.627747 ◽

2011 ◽

Vol 2014 (1) ◽

pp. 1-31 ◽

Author(s):

Alexey Kuznetsov ◽

Manuel Morales

Keyword(s):

Penalty Function ◽

Finite Time ◽

Expected Discounted Penalty Function ◽

Discounted Penalty Function ◽

Risk Processes ◽

Expected Discounted Penalty

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On the expected discounted penalty function in a Markov-dependent risk model with constant dividend barrier

Acta Mathematica Scientia ◽

10.1016/s0252-9602(10)60140-3 ◽

2010 ◽

Vol 30 (5) ◽

pp. 1481-1491 ◽

Author(s):

Liu Juan ◽

Xu Jiancheng ◽

Hu Yijun

Keyword(s):

Penalty Function ◽

Expected Discounted Penalty Function ◽

Discounted Penalty Function ◽

Constant Dividend Barrier ◽

Expected Discounted Penalty

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“On the Expected Discounted Penalty Function for L´vy Risk Processes,” José Garrido and Manuel Morales, October 2006

North American Actuarial Journal ◽

10.1080/10920277.2007.10597459 ◽

2007 ◽

Vol 11 (2) ◽

pp. 153-153

Author(s):

Xiaowen Zhou

Keyword(s):

Penalty Function ◽

Expected Discounted Penalty Function ◽

Discounted Penalty Function ◽

Risk Processes ◽

Expected Discounted Penalty

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The gerber-shiu expected discounted penalty function for Lévy insurance risk processes

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-010-0025-y ◽

2010 ◽

Vol 26 (4) ◽

pp. 575-586 ◽

Author(s):

Xiang-hua Zhao ◽

Chuan-cun Yin

Keyword(s):

Penalty Function ◽

Insurance Risk ◽

Expected Discounted Penalty Function ◽

Discounted Penalty Function ◽

Risk Processes ◽

Expected Discounted Penalty

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The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds

Indian Journal of Pure and Applied Mathematics ◽

10.1007/s13226-014-0076-5 ◽

2014 ◽

Vol 45 (4) ◽

pp. 479-495 ◽

Author(s):

Wuyuan Jiang ◽

Zhaojun Yang

Keyword(s):

Penalty Function ◽

Expected Discounted Penalty Function ◽

Multiple Thresholds ◽

Discounted Penalty Function ◽

Risk Processes ◽

Expected Discounted Penalty

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Generalized expected discounted penalty function at general drawdown for Lévy risk processes

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2019.12.002 ◽

2020 ◽

Vol 91 ◽

pp. 12-25 ◽

Author(s):

Wenyuan Wang ◽

Ping Chen ◽

Shuanming Li

Keyword(s):

Penalty Function ◽

Expected Discounted Penalty Function ◽

Discounted Penalty Function ◽

Risk Processes ◽

Expected Discounted Penalty

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The Expected Discounted Penalty Function in the Generalized Erlang (n) Risk Model with Two-Sided Jumps and a Constant Dividend Barrier

Bulletin of the Iranian Mathematical Society ◽

10.1007/s41980-020-00399-1 ◽

2020 ◽

Author(s):

Lili Zhang

Keyword(s):

Penalty Function ◽

Expected Discounted Penalty Function ◽

Discounted Penalty Function ◽

Constant Dividend Barrier ◽

Expected Discounted Penalty

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On The Expected Discounted Penalty function for Lévy Risk Processes

North American Actuarial Journal ◽

10.1080/10920277.2006.10597421 ◽

2006 ◽

Vol 10 (4) ◽

pp. 196-216 ◽

Author(s):

José Garrido ◽

Manuel Morales

Keyword(s):

Penalty Function ◽

Expected Discounted Penalty Function ◽

Discounted Penalty Function ◽

Risk Processes ◽

Expected Discounted Penalty

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On the expected discounted penalty function for the compound Poisson risk model with delayed claims

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2010.10.039 ◽

2011 ◽

Vol 235 (8) ◽

pp. 2392-2404 ◽

Author(s):

Jie-hua Xie ◽

Wei Zou

Keyword(s):

Penalty Function ◽

Compound Poisson ◽

Expected Discounted Penalty Function ◽

Compound Poisson Risk Model ◽

Discounted Penalty Function ◽

Expected Discounted Penalty ◽

Poisson Risk Model

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