| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154889 | Statistics & Probability Letters | 2012 | 9 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mykola Bratiichuk,