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On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process

✍ Scribed by Zhang, Zhimin; Yang, Hailiang; Yang, Hu

Book ID
126864964
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
375 KB
Volume
2013
Category
Article
ISSN
0346-1238

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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