Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946)

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scientific article; zbMATH DE number 7575245
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    Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend
    scientific article; zbMATH DE number 7575245

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      Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (English)
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      25 August 2022
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      compound Poisson risk model
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      capital injection
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      barrier dividend strategy
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      Gerber-Shiu function
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      expected discounted capital injection
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      expected discounted dividend payments
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      randomized observation
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      Laplace transform
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