On a perturbed Sparre Andersen risk model with dividend barrier and dependence

DOI10.1016/J.JKSS.2014.02.005zbMath1304.91139OpenAlexW2031558301MaRDI QIDQ488607

Xiu Wu, Hu Yang, Zhimin Zhang

Publication date: 26 January 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2014.02.005

zbMATH Keywords

integral equationdependenceGerber-Shiu functiondividend barrierdividend payments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65)

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Cites Work

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