The compound Poisson risk model with dependence under a multi-layer dividend strategy
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Publication:655738
DOI10.1007/s11766-011-2279-4zbMath1240.91089MaRDI QIDQ655738
Publication date: 27 January 2012
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-011-2279-4
integro-differential equation; heavy-tailed distribution; multi-layer dividend strategy; Gerber-Shiu discounted penalty function
62P05: Applications of statistics to actuarial sciences and financial mathematics
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