A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049)

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A note on the perturbed compound Poisson risk model with a threshold dividend strategy
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    A note on the perturbed compound Poisson risk model with a threshold dividend strategy (English)
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    18 January 2010
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    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.
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    Gerber-Shiu function
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    expected discounted payments function
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    integro-differential equations
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