Maximum surplus and \(R_n\) class of distributions with an application to dividends

DOI10.1016/j.cam.2019.112568zbMath1433.91145OpenAlexW2987591343MaRDI QIDQ2293611

Kristina P. Sendova, Ruixi Zhang

Publication date: 5 February 2020

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.2019.112568

zbMATH Keywords

integro-differential equationSparre Andersen risk processmaximum surplus

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Related Items (1)

Applications of the classical compound Poisson model with claim sizes following a compound distribution

Cites Work

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