On the compound Poisson risk model with dependence and a threshold dividend strategy
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Publication:2637365
DOI10.1016/j.spl.2013.05.008zbMath1283.91089MaRDI QIDQ2637365
Chun-sheng Zhang, Peng Liu, Yafeng Shi
Publication date: 11 February 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.05.008
integro-differential equation; Gerber-Shiu function; threshold strategy; compound Poisson risk model; Farlie-Gumbel-Morgenstern copula; expected discounted dividend payments
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60K10: Applications of renewal theory (reliability, demand theory, etc.)
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Cites Work
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