The Gerber–Shiu penalty functions for two classes of renewal risk processes

Author:

Ji Lanpeng,Zhang Chunsheng

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference24 articles.

1. Ruin Probabilities;Asmussen,2000

2. M. Song, Joint Distribution and Duration of Negative Surplus for Some Kinds of Risk Processes, Ph.D. Thesis Edition, Nankai University (2008) (or arXiv:0803.0906v1 [math.PR] 6 Mar 2008)

3. On a correlated aggragate claims model with Poisson and Erlang risk processes;Yuen;Insurance: Mathematics and Economics,2002

4. Aggregate survival probability of a portfolio with dependent subportfolios;Ambagaspitiya;Insurance: Mathematics and Economics,2003

5. Ruin probabilities for two classes of risk processes;Li;ASTIN Bulletin,2005

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