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On a perturbed Sparre Andersen risk model with dividend barrier and dependence

✍ Scribed by Zhang, Zhimin; Wu, Xiu; Yang, Hu

Book ID
122322383
Publisher
Elsevier
Year
2014
Tongue
English
Weight
650 KB
Volume
43
Category
Article
ISSN
1226-3192

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## Abstract A generalization of the Gerber–Shiu function proposed by (Cheung __et al__., __Scand. Actuarial J.__, in press, 2010) is used to derive some ordering properties for certain ruin‐related quantities in a Sparre Andersen type risk model. Additional bounds and/or refinements can be obtained