The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11766-011-2279-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2045336496 / rank | |||
Normal rank | |||
Revision as of 02:34, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The compound Poisson risk model with dependence under a multi-layer dividend strategy |
scientific article |
Statements
The compound Poisson risk model with dependence under a multi-layer dividend strategy (English)
0 references
27 January 2012
0 references
multi-layer dividend strategy
0 references
integro-differential equation
0 references
Gerber-Shiu discounted penalty function
0 references
heavy-tailed distribution
0 references
