On the Gerber-Shiu function for a risk model with multi-layer dividend strategy (Q419158): Difference between revisions

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+https://doi.org/10.1016/j.spl.2011.11.002
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+W2012861706
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+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
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+On the Time Value of Ruin
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+Boundary Problems for a Compound Poisson Process
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+On Ruin Problems for a Compound Poisson Process
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+Method of Potential in Boundary Problems for Processes with Independent Increases and Jumps of the Same Sign
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+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
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+The perturbed compound Poisson risk model with multi-layer dividend strategy
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