On the Gerber-Shiu function for a risk model with multi-layer dividend strategy |
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Authors: | Mykola Bratiichuk |
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Institution: | Silesian University of Technology, Institute of Mathematics, Kaszubska 23, 44-100, Gliwice, Poland |
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Abstract: | In this paper, we present a new approach to the study of the Gerber-Shiu discounted function for the risk model with multi-layer dividend strategy. The formulae for the Gerber-Shiu discounted function and ruin probability were obtained and the special case where the claim size distribution is a combination of exponentials is considered in detail. |
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Keywords: | 60J30 60K30 |
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