Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Constant dividend barrier in a risk model with interclaim-dependent claim sizes
scientific article

    Statements

    Constant dividend barrier in a risk model with interclaim-dependent claim sizes (English)
    0 references
    0 references
    22 August 2008
    0 references
    risk model
    0 references
    interclaim-dependent claim sizes
    0 references
    constant dividend barrier
    0 references
    integro-differential equation
    0 references
    defective renewal equation
    0 references
    Gerber-Shiu discounted penalty function
    0 references
    expected discounted dividend payments
    0 references

    Identifiers