On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783): Difference between revisions

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+“Optimal Dividends: Analysis with Brownian Motion,” Ana C. Cebrián, Hans U. Gerber and Elias S.W. Shiu, January 2004
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+On the discounted distribution functions for the Erlang(2) risk process
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