The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-07-15
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
This paper constructs a Sparre Andersen risk model with a constant dividend barrier in which the claim interarrival distribution is a mixture of an exponential distribution and an Erlang(n) distribution.
We derive the integro-differential equation satisfied by the Gerber-Shiu discounted penalty function of this risk model.
Finally, we provide a numerical example.
American Psychological Association (APA)
Huang, Yujuan& Yu, Wenguang. 2014. The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-472499
Modern Language Association (MLA)
Huang, Yujuan& Yu, Wenguang. The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier. Mathematical Problems in Engineering No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-472499
American Medical Association (AMA)
Huang, Yujuan& Yu, Wenguang. The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-472499
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-472499
