Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier.pdfVIP

Front．Math．China2015，10(2)：377-393 DOI10．1007／s11464-014-0409一Z Gerber．．Shiufunctionof a di●scret-eri●sK1 m od1elwi●t一n1 and1W i■t·bout- a COnSt■am _I=Il●V1●．=Ien．=IDarrl●er ShanshanWANG ，ChuangjiAN ，ChunshengZHANG 1DepartmentofMathematics，TianjinPolytechnicUniversity，Tianjin300387，China 2 SchoolofMathematicalSciencesandLPMC，NankaiUniversity，Tianjin300071，China ⑥ HigherEducationPressandSpringer—VerlagBerlinHeidelberg2014 Abstract ％ considerthediscreteriskmodelwithexponentialclaim sizes 阮 derivethefiniteexplicitelementaryexpressionforthejointdensityfunctionof threecharacteristics：th