The classical risk model with a constant dividend barrier: Analysis of the Gerber-Shiu discounted penalty function

Insurance: Mathematics and Economics

Volumn 33, Issue 3, 2003, Pages 551-566

  Sheldon Lin, X ^a   Willmot, Gordon E ^b   Drekic, Steve ^b  

^a UNIVERSITY OF TORONTO   (Canada)

^b UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Compound geometric; Deficit at ruin; Exponential distribution; Integro differential equation; Lundberg equation; Mixture of exponentials; Renewal equation; Ruin; Sparre Andersen process; Stationary renewal risk process; Surplus before ruin; Time of ruin

Indexed keywords

EID: 0345375515     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2003.08.004     Document Type: Article

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