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Article: A unified analysis of claim costs up to ruin in a Markovian arrival risk model

TitleA unified analysis of claim costs up to ruin in a Markovian arrival risk model
Authors
Cheung, ECKFeng, R
KeywordsClaim costs up to ruin
Dickson-Hipp operator
Generalized penalty function
Gerber-Shiu function
Markov renewal equation
Markovian arrival process
Risk model
Issue Date2013
PublisherElsevier. The Journal's web site is located at http://www.elsevier.com/locate/ime
Citation
Insurance: Mathematics and Economics, 2013, v. 53 n. 1, p. 98-109 How to Cite?
DOI: http://dx.doi.org/10.1016/j.insmatheco.2013.04.001
Persistent Identifierhttp://hdl.handle.net/10722/186273
ISI Accession Number ID
WOS:000322803700009

 

DC FieldValueLanguage
dc.contributor.authorCheung, ECKen_US
dc.contributor.authorFeng, Ren_US
dc.date.accessioned2013-08-20T12:02:42Z-
dc.date.available2013-08-20T12:02:42Z-
dc.date.issued2013en_US
dc.identifier.citationInsurance: Mathematics and Economics, 2013, v. 53 n. 1, p. 98-109en_US
dc.identifier.urihttp://hdl.handle.net/10722/186273-
dc.languageengen_US
dc.publisherElsevier. The Journal's web site is located at http://www.elsevier.com/locate/imeen_US
dc.relation.ispartofInsurance: Mathematics and Economicsen_US
dc.rightsNOTICE: this is the author’s version of a work that was accepted for publication in Insurance: Mathematics and Economics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Insurance: Mathematics and Economics, 2013, v. 53 n. 1, p. 98-109. DOI: 10.1016/j.insmatheco.2013.04.001en_US
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.subjectClaim costs up to ruin-
dc.subjectDickson-Hipp operator-
dc.subjectGeneralized penalty function-
dc.subjectGerber-Shiu function-
dc.subjectMarkov renewal equation-
dc.subjectMarkovian arrival process-
dc.subjectRisk model-
dc.titleA unified analysis of claim costs up to ruin in a Markovian arrival risk modelen_US
dc.typeArticleen_US
dc.identifier.emailCheung, ECK: eckc@hku.hken_US
dc.identifier.authorityCheung, ECK=rp01423en_US
dc.description.naturepostprint-
dc.identifier.doi10.1016/j.insmatheco.2013.04.001-
dc.identifier.scopuseid_2-s2.0-84878128256-
dc.identifier.hkuros216830en_US
dc.identifier.volume53en_US
dc.identifier.spage98en_US
dc.identifier.epage109en_US
dc.identifier.isiWOS:000322803700009-

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