On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365): Difference between revisions
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Revision as of 23:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the compound Poisson risk model with dependence and a threshold dividend strategy |
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On the compound Poisson risk model with dependence and a threshold dividend strategy (English)
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11 February 2014
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compound Poisson risk model
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Farlie-Gumbel-Morgenstern copula
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Gerber-Shiu function
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expected discounted dividend payments
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threshold strategy
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integro-differential equation
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