{"entities":{"Q1724837":{"pageid":1735578,"ns":120,"title":"Item:Q1724837","lastrevid":56914026,"modified":"2026-03-24T14:39:18Z","type":"item","id":"Q1724837","labels":{"en":{"language":"en","value":"The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7022965"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$8B3012A2-7129-407F-ACDA-E6268478A89A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0db88cb6ee5d3f50b1490f6db966e073d64d5e76","datavalue":{"value":{"text":"The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1724837$71C82AD3-B416-4895-B0A5-E61EDE2C9507","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"30a2f1ceb5a09756b9dc26171378835293193598","datavalue":{"value":"1406.91201","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1724837$E7513D40-B6F2-4B20-86E3-8F0FF6E694E1","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5418f59dc6bc34c58c759b3ee567af9dc99e4e1b","datavalue":{"value":"10.1155/2014/730174","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1724837$ED754261-8AAF-44BD-BDD7-65F54AF2D4E0","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"49674c7a5b3b830bc8b63f1f97fdb3baf9ea0e37","datavalue":{"value":{"entity-type":"item","numeric-id":835738,"id":"Q835738"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$EA0B6B3E-F7E4-44EE-B763-152563CB8E04","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2335a4607b357c2845d96bf211c2a23af71a121c","datavalue":{"value":{"entity-type":"item","numeric-id":406202,"id":"Q406202"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$E6F78BB8-8BE9-48F8-B35E-222449D2D6F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b11cb4f58c1235aaf9c603eb313889e55c9f3439","datavalue":{"value":{"entity-type":"item","numeric-id":1690552,"id":"Q1690552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$40621746-7F96-4FC6-A653-1057EB4D3A1C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"d57614e948fd3618212cc11761c25c64d9f566a6","datavalue":{"value":{"entity-type":"item","numeric-id":162718,"id":"Q162718"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$10BF9D7A-357B-4A12-83C1-F0A3DB0D7FFA","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d3988244ea333fe3befee59d428db74e7ba16624","datavalue":{"value":{"time":"+2019-02-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1724837$F2F38C21-33A5-4800-ADB5-5445D811BAA8","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"5f4fb9b37d0a2c1b5289a672f865f9f2c459a15c","datavalue":{"value":"Summary: We consider a compound Poisson risk model with dependence and a constant dividend barrier. A dependence structure between the claim amount and the interclaim time is introduced through a Farlie-Gumbel-Morgenstern copula. An integrodifferential equation for the Gerber-Shiu discounted penalty function is derived. We also solve the integrodifferential equation and show that the solution is a linear combination of the Gerber-Shiu function with no barrier and the solution of an associated homogeneous integrodifferential equation.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1724837$2C322572-8091-4005-A1FE-ECEA20818F09","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1724837$AC009BB4-BEBB-4D0E-A0E8-6A2095F8DAB0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"8488bae0e70b66574d93dcdd9d355b6e4db8969e","datavalue":{"value":"60K10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1724837$C9E6BFB0-5F57-4E56-8DF2-DA6134E692D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"20f31931667991697a771bdb91a9fb5e06b89325","datavalue":{"value":"45J05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1724837$5446EFD5-A880-4E65-9B98-F7B7300F3296","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"656ca48f20c1ab7fd624ef4d84671f5016cc7759","datavalue":{"value":"7022965","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1724837$0D7CFB03-DE23-4D04-8989-2CA04C3910D8","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e51c97dd466e688bdf6874c38fe4b3aa5dce4a7a","datavalue":{"value":"Gerber-Shiu discounted penalty function","type":"string"},"datatype":"string"},"type":"statement","id":"Q1724837$498B2733-F057-4E9F-B9E7-2744A20009D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1962a19be576c33e3551fe722cc1cd0a504c6752","datavalue":{"value":"risk model","type":"string"},"datatype":"string"},"type":"statement","id":"Q1724837$6A99145C-EB35-4DBA-A64C-899FB5A73552","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cae101486c4845b54bae42c35c786c36d3c76dbe","datavalue":{"value":"constant dividend barrier","type":"string"},"datatype":"string"},"type":"statement","id":"Q1724837$48077635-59E5-427D-A3CD-7F950CC362C7","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"3777739d508589e12c9b50a0145944decdbbf59a","datavalue":{"value":"Q59040998","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1724837$DF31DB59-AFB0-4FAF-8F67-D968348184FF","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$EE1155D7-1D46-40DA-B184-8CC6CAD399B7","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0f4948a7e559cfbec83b5719057206320410d9bc","datavalue":{"value":"https://doi.org/10.1155/2014/730174","type":"string"},"datatype":"url"},"type":"statement","id":"Q1724837$4ABD924F-5065-45DE-B12B-ACC0588D52C4","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"dc37a249a7be3b057e8836f9e73dbc4773ecc928","datavalue":{"value":"W2101946591","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1724837$36863031-C117-4EEC-8BFE-D6F3E0D62092","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"4bf120f07d5439949736dd1c5c2c11a5edc86f8a","datavalue":{"value":{"entity-type":"item","numeric-id":5718272,"id":"Q5718272"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$51B17E9B-3945-46DB-9825-128CCF4B0A34","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"28d10068470633087a41220371dde8fc6ada81ff","datavalue":{"value":{"entity-type":"item","numeric-id":5489004,"id":"Q5489004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$4DE3D209-B36B-4BC4-9B3C-07934276F3EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4bfe27af5f1a483875a0cb0da6398da37339b8e","datavalue":{"value":{"entity-type":"item","numeric-id":3440853,"id":"Q3440853"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$147A3B0F-BA17-4622-A4FD-EB844B5E1C63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"609062c96ff254d1186f45fe7e3509825826a540","datavalue":{"value":{"entity-type":"item","numeric-id":1017767,"id":"Q1017767"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$F5BF07FD-E43A-4B40-827C-E065B3059CBB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"306992b386bc32b6fb17a6ad8e97415bc8214823","datavalue":{"value":{"entity-type":"item","numeric-id":3103206,"id":"Q3103206"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$394F50A1-F4F2-437B-A5A8-4046C07891A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0d7a0a420d34debe36d13c71c95211fa2c231e2a","datavalue":{"value":{"entity-type":"item","numeric-id":609205,"id":"Q609205"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$1E65F999-D392-4C47-BD29-AA358D65457A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e52a4160720f85ba72624f166263ae899e8d4ebf","datavalue":{"value":{"entity-type":"item","numeric-id":939323,"id":"Q939323"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$705C6D26-BEB5-4753-9B04-60E459C0C0B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2dd6115dc000e070f2b05ed45b697fbd2552456f","datavalue":{"value":{"entity-type":"item","numeric-id":5467652,"id":"Q5467652"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$FAD6EC63-D013-41A2-A74C-B9F5778F5607","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"679f7144c362f9b10b19e759f3010f4d72627197","datavalue":{"value":{"entity-type":"item","numeric-id":865615,"id":"Q865615"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$D8A3BD95-F4B4-40B6-9957-387910D52E74","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"46911fd9c9a21b0e3fb9fd7f4811a6cb7e55febc","datavalue":{"value":{"entity-type":"item","numeric-id":4661695,"id":"Q4661695"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$BF9C4D83-678A-4BAD-AAEB-5E8CD5A27BA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ac3eb75ff17df0243725f3e5ba09ce5e61593401","datavalue":{"value":{"entity-type":"item","numeric-id":1423339,"id":"Q1423339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$2E416C8B-2314-4370-B978-D6B91F133345","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a690bd683561102148a140ca8051f56d8cd9a668","datavalue":{"value":{"entity-type":"item","numeric-id":5637710,"id":"Q5637710"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$10999F6B-B3C0-4DBC-8497-C1D1743C84A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"abc8174dc29d06d22b3d6881c3fc95cffcfeb4e2","datavalue":{"value":{"entity-type":"item","numeric-id":2276238,"id":"Q2276238"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$1C24398E-E0D9-47BC-9D35-6DDE0A7A85C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d643bd6cfca9a08ecc98c6332cac94992d78b44d","datavalue":{"value":{"entity-type":"item","numeric-id":629492,"id":"Q629492"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$EA4E7FB1-123C-48F8-B8E5-3844B758A76B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"287d13b201eb373ec2642acecc49663156b73bcd","datavalue":{"value":{"entity-type":"item","numeric-id":419158,"id":"Q419158"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$DE49B52E-2F95-47DA-AFD2-22F8DE46E16C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8c3ef4c5f6ecc1002ef803e2b4d700abbdcae1f7","datavalue":{"value":{"entity-type":"item","numeric-id":2453179,"id":"Q2453179"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$D95CCDB5-194F-4EA0-BC0D-76333496CA8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"393e3ca4e9b4d5045da6383fea340a9771555a46","datavalue":{"value":{"entity-type":"item","numeric-id":2516383,"id":"Q2516383"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$35B3AAA0-8BB7-45B7-98E4-C0B9E59CD94B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8702b33e19a03c008017c215fbac8151f890d3a","datavalue":{"value":{"entity-type":"item","numeric-id":820222,"id":"Q820222"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$5CACE9BD-EF05-4096-B7C9-F3CCEF255330","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7810ca3da81a2848c51d5598f9459fd5ee2984a3","datavalue":{"value":{"entity-type":"item","numeric-id":1589920,"id":"Q1589920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$FC7BA75A-EE22-4510-AAA6-34DE981C90E4","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"72ef9bd57ed1f792937818b8420ae0e6212b5881","datavalue":{"value":{"entity-type":"item","numeric-id":660168,"id":"Q660168"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c82a37a40b49942d0703be9f2715b335ed65a068","datavalue":{"value":{"amount":"+0.9171058535575868","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1724837$13B5191E-9B45-48DC-B2D1-B11D9E18E7EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"702a12ac837b9c1d762d2dd15e9267d9877486a4","datavalue":{"value":{"entity-type":"item","numeric-id":4927690,"id":"Q4927690"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f4607b63342790c76f0290ca0f5bb289fb32f9b5","datavalue":{"value":{"amount":"+0.9036355018615724","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1724837$B42E3AF8-5132-4B0F-8E7A-D66835E98513","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a7ba0dc802bd31092e986d430a49f1be2dddd832","datavalue":{"value":{"entity-type":"item","numeric-id":5260051,"id":"Q5260051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"86575d9478e096dfb85cbcddb4afad2eb14088c6","datavalue":{"value":{"amount":"+0.9022756814956664","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1724837$F800A0CE-7DC5-4295-8D5D-EF8DD5FF6AB2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"94c26c7acfe2e0cbdebde1c1a25afc83894f8b88","datavalue":{"value":{"entity-type":"item","numeric-id":3500437,"id":"Q3500437"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f176861156df081ffb69ba50bbc13d8ee1e0c983","datavalue":{"value":{"amount":"+0.8946382999420166","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1724837$0E0FCA19-ED1E-4D8E-A2A6-E44ECE265BA7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dcef750e764a8e711c585d5a0f830f24712840a3","datavalue":{"value":{"entity-type":"item","numeric-id":939323,"id":"Q939323"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"19384bb6af0c3ded61dedd60e8e0bdc2d538722b","datavalue":{"value":{"amount":"+0.8911027908325195","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1724837$C83246B5-DFC2-4C9C-A380-262C515F3D6C","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"daf5f856a5d861312ad309ab567540337a5f61d6","datavalue":{"value":{"entity-type":"item","numeric-id":57050,"id":"Q57050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1724837$2E4C70F9-1EBA-4ADF-A7EE-43A62B5ED539","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1724837","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1724837"}}}}}