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