On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes (Q2252704): Difference between revisions

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On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
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    On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes (English)
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    23 July 2014
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    dependence
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    random income
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    constant barrier strategy
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    expected discounted penalty function
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    expected discounted dividend payments
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    optimal dividend strategy
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