• DocumentCode
    3151868
  • Title

    The Gerber-Shiu discounted penalty function for classical risk model with a linear dividend barrier

  • Author

    Ma, Xuesi ; Liu, Zhongqiang

  • Author_Institution
    Sch. of Mathematic & Inf. Sci., Henna Polytech. Univ., Jiaozuo, China
  • fYear
    2011
  • fDate
    16-18 April 2011
  • Firstpage
    1810
  • Lastpage
    1813
  • Abstract
    In this paper, we consider the classical risk model with a linear dividend barrier. In this model, we study the Gerber-Shiu discounted penalty function. Two integro-differential equations for the Gerber-Shiu discounted penalty function are derived. The analytic results of discounted penalty function are obtained.
  • Keywords
    insurance; integro-differential equations; risk analysis; stochastic processes; Gerber-Shiu discounted penalty function; Poisson risk model; classical risk model; insurance; integro-differential equation; linear dividend barrier; Biological system modeling; Compounds; Differential equations; Equations; Insurance; Loading; Mathematical model; Integro-different equation; discounted penalty function; linear dividend barrier; risk model;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Consumer Electronics, Communications and Networks (CECNet), 2011 International Conference on
  • Conference_Location
    XianNing
  • Print_ISBN
    978-1-61284-458-9
  • Type

    conf

  • DOI
    10.1109/CECNET.2011.5768411
  • Filename
    5768411
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3151868