On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times

DOI10.1016/j.insmatheco.2005.05.004zbMath1117.91377OpenAlexW2087769608MaRDI QIDQ2581783

Maite Mármol, M. Mercé Claramunt, Hansjoerg Albrecher

Publication date: 10 January 2006

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.05.004

zbMATH Keywords

Moment-generating functionDividend barrierPresent value of dividend paymentsRenewal risk model

Mathematics Subject Classification ID

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