Found 6 Documents (Results 1–6)
The Gerber-Shiu function for the compound Poisson omega model with a three-step premium rate. (English) Zbl 07529905
On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs. (English) Zbl 1195.91067
MSC:
91B30
60K10
On the expectation of total discounted operating costs up to default and its applications. (English) Zbl 1173.91023
Reviewer: Emilia Di Lorenzo (Napoli)
Ruin probabilities of a surplus process described by PDMPs. (English) Zbl 1141.91027
Reviewer: Yuliya S. Mishura (Kyïv)
MSC:
91B30
60J25
Distribution of deficit at ruin for a PDMP insurance risk model. (English) Zbl 1045.62109
Reviewer: Ludger Rüschendorf (Freiburg i. Br.)
MSC:
62P05
91B30
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