A Class of Delayed Renewal Risk Processes with a Threshold Dividend Strategy

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摘要 Thispaperconsidersaclassofdelayedrenewalriskprocesseswithathresholddividendstrategy.ThemainresultisanexpressionoftheGerber-ShiuexpecteddiscountedpenaltyfunctioninthedelayedrenewalriskmodelintermsofthecorrespondingGerber-Shiufunctionintheordinaryrenewalmodel.Subsequently,thisrelationshipisconsideredinmoredetailinboththestationaryrenewalriskmodelandtheruinprobability.
机构地区 不详
出版日期 2010年02月12日(中国期刊网平台首次上网日期,不代表论文的发表时间)