A note on a Lévy insurance risk model under periodic dividend decisions
From MaRDI portal
Publication:1716923
DOI10.3934/jimo.2017036zbMath1412.60068MaRDI QIDQ1716923
Eric C. K. Cheung, Zhimin Zhang
Publication date: 5 February 2019
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2017036
Lévy insurance risk process; Gerber-Shiu function; Erlangization; moments of discounted dividends; periodic dividend decisions
60G51: Processes with independent increments; Lévy processes
62P05: Applications of statistics to actuarial sciences and financial mathematics
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