The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201)
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scientific article
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| English | The risk model with stochastic premiums, dependence and a threshold dividend strategy |
scientific article |
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The risk model with stochastic premiums, dependence and a threshold dividend strategy (English)
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15 February 2018
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risk model with stochastic premiums
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Farlie-Gumbel-Morgenstern copula
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threshold strategy
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Gerber-Shiu function
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expected discounted dividend payments
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ruin probability
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integro-differential equation
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0.9159650206565856
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0.8738660216331482
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0.8619733452796936
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0.8609814643859863
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0.8595239520072937
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