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- Publisher Website: 10.1016/j.insmatheco.2013.04.001
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Article: A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Title | A unified analysis of claim costs up to ruin in a Markovian arrival risk model |
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Authors | |
Keywords | Claim costs up to ruin Dickson-Hipp operator Generalized penalty function Gerber-Shiu function Markov renewal equation Markovian arrival process Risk model |
Issue Date | 2013 |
Publisher | Elsevier. 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? |
Persistent Identifier | http://hdl.handle.net/10722/186273 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Cheung, ECK | en_US |
dc.contributor.author | Feng, R | en_US |
dc.date.accessioned | 2013-08-20T12:02:42Z | - |
dc.date.available | 2013-08-20T12:02:42Z | - |
dc.date.issued | 2013 | en_US |
dc.identifier.citation | Insurance: Mathematics and Economics, 2013, v. 53 n. 1, p. 98-109 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/186273 | - |
dc.language | eng | en_US |
dc.publisher | Elsevier. The Journal's web site is located at http://www.elsevier.com/locate/ime | en_US |
dc.relation.ispartof | Insurance: Mathematics and Economics | en_US |
dc.rights | NOTICE: 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.2013.04.001 | en_US |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.subject | Claim costs up to ruin | - |
dc.subject | Dickson-Hipp operator | - |
dc.subject | Generalized penalty function | - |
dc.subject | Gerber-Shiu function | - |
dc.subject | Markov renewal equation | - |
dc.subject | Markovian arrival process | - |
dc.subject | Risk model | - |
dc.title | A unified analysis of claim costs up to ruin in a Markovian arrival risk model | en_US |
dc.type | Article | en_US |
dc.identifier.email | Cheung, ECK: eckc@hku.hk | en_US |
dc.identifier.authority | Cheung, ECK=rp01423 | en_US |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1016/j.insmatheco.2013.04.001 | - |
dc.identifier.scopus | eid_2-s2.0-84878128256 | - |
dc.identifier.hkuros | 216830 | en_US |
dc.identifier.volume | 53 | en_US |
dc.identifier.spage | 98 | en_US |
dc.identifier.epage | 109 | en_US |
dc.identifier.isi | WOS:000322803700009 | - |