Bratiichuk, Mykola - In: Statistics & Probability Letters 82 (2012) 3, pp. 496-504
In this paper, we present a new approach to the study of the Gerber–Shiu discounted function for the risk model with multi-layer dividend strategy. The formulae for the Gerber–Shiu discounted function and ruin probability were obtained and the special case where the claim size distribution...