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

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