Shi, Yafeng; Liu, Peng; Zhang, Chunsheng - In: Statistics & Probability Letters 83 (2013) 9, pp. 1998-2006
–Shiu functions and the expected discounted dividend payments paid until ruin respectively are derived. Further, by deriving and … solving the renewal equations satisfied by the Gerber–Shiu functions and the expected discounted dividend payments, we give …