The Gerber–Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy

Statistics & Probability Letters ◽

10.1016/j.spl.2012.05.002 ◽

2012 ◽

Vol 82 (9) ◽

pp. 1648-1656 ◽

Author(s):

Chao Deng ◽

Jieming Zhou ◽

Yingchun Deng

Keyword(s):

Penalty Function ◽

Renewal Risk Model ◽

Delayed Renewal Risk Model ◽

Discounted Penalty Function ◽

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”On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest“, Rong Wu; Yuhua Lu and Ying Fang, April 2007

North American Actuarial Journal ◽

10.1080/10920277.2007.10597454 ◽

2007 ◽

Vol 11 (2) ◽

pp. 134-135

Author(s):

Bangwon Ko

Keyword(s):

Penalty Function ◽

Renewal Risk Model ◽

Discounted Penalty Function ◽

Renewal Risk ◽

Constant Interest

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The Gerber–Shiu discounted penalty function in the stationary renewal risk model

Insurance Mathematics and Economics ◽

10.1016/s0167-6687(03)00129-x ◽

2003 ◽

Vol 32 (3) ◽

pp. 403-411 ◽

Author(s):

Gordon E. Willmot ◽

David C.M. Dickson

Keyword(s):

Penalty Function ◽

Renewal Risk Model ◽

Discounted Penalty Function ◽

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The discrete stationary renewal risk model and the Gerber–Shiu discounted penalty function

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2004.04.006 ◽

2004 ◽

Vol 35 (2) ◽

pp. 267-277 ◽

Author(s):

Kristina P. Pavlova ◽

Gordon E. Willmot

Keyword(s):

Penalty Function ◽

Renewal Risk Model ◽

Discounted Penalty Function ◽

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On the discounted penalty function in the discrete time stationary renewal risk model

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2009.12.048 ◽

2010 ◽

Vol 234 (2) ◽

pp. 557-562

Author(s):

Zhen-hua Bao ◽

Jing Wang

Keyword(s):

Discrete Time ◽

Penalty Function ◽

Renewal Risk Model ◽

Discounted Penalty Function ◽

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On the discounted penalty function in the renewal risk model with general interclaim times

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2006.08.005 ◽

2007 ◽

Vol 41 (1) ◽

pp. 17-31 ◽

Author(s):

Gordon E. Willmot

Keyword(s):

Penalty Function ◽

Renewal Risk Model ◽

Discounted Penalty Function ◽

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On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest

North American Actuarial Journal ◽

10.1080/10920277.2007.10597453 ◽

2007 ◽

Vol 11 (2) ◽

pp. 119-134 ◽

Author(s):

Rong Wu ◽

Yuhua Lu ◽

Ying Fang

Keyword(s):

Penalty Function ◽

Renewal Risk Model ◽

Discounted Penalty Function ◽

Renewal Risk ◽

Constant Interest

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Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko

North American Actuarial Journal ◽

10.1080/10920277.2007.10597455 ◽

2007 ◽

Vol 11 (2) ◽

pp. 135-135

Keyword(s):

Penalty Function ◽

Renewal Risk Model ◽

Discounted Penalty Function ◽

Renewal Risk ◽

Constant Interest

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On the discounted penalty function in a discrete time renewal risk model with general interclaim times

Scandinavian Actuarial Journal ◽

10.1080/03461230802420595 ◽

2009 ◽

Vol 2009 (4) ◽

pp. 281-294 ◽

Author(s):

Xueyuan Wu ◽

Shuanming Li

Keyword(s):

Discrete Time ◽

Penalty Function ◽

Renewal Risk Model ◽

Discounted Penalty Function ◽

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The expected discounted penalty function under a renewal risk model with stochastic income

Applied Mathematics and Computation ◽

10.1016/j.amc.2011.11.101 ◽

2011 ◽

Author(s):

Yongxia Zhao ◽

Chuancun Yin

Keyword(s):

Penalty Function ◽

Expected Discounted Penalty Function ◽

Renewal Risk Model ◽

Discounted Penalty Function ◽

Renewal Risk ◽

Expected Discounted Penalty

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Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2016.04.068 ◽

2016 ◽

Vol 442 (2) ◽

pp. 600-626 ◽

Author(s):

Yang Yang ◽

Kam C. Yuen

Keyword(s):

Finite Time ◽

Ruin Probabilities ◽

Two Dimensional ◽

Infinite Time ◽

Renewal Risk Model ◽

Delayed Renewal Risk Model ◽

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