On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
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Publication:2252704
DOI10.1016/j.cam.2013.05.004zbMath1291.91139OpenAlexW2082371214MaRDI QIDQ2252704
Wei Zou, Jianwei Gao, Jie Hua Xie
Publication date: 23 July 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2013.05.004
dependenceexpected discounted penalty functionrandom incomeoptimal dividend strategyexpected discounted dividend paymentsconstant barrier strategy
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