A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on the perturbed compound Poisson risk model with a threshold dividend strategy |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the perturbed compound Poisson risk model with a threshold dividend strategy |
scientific article |
Statements
A note on the perturbed compound Poisson risk model with a threshold dividend strategy (English)
0 references
18 January 2010
0 references
The authors consider the perturbed compound Poisson risk model with a threshold dividend strategy. In the context of this model, they state integro-differential equations for Gerber-Shiu functions and discounted dividend payments functions. The main contribution of the article is in deriving boundary conditions to solve these equations.
0 references
Gerber-Shiu function
0 references
expected discounted payments function
0 references
integro-differential equations
0 references
0 references
0 references
0 references
0 references
0 references
