The risk process with dependence based on FGM copula under a multi-layer dividend strategy

zbMATH Open1349.91164MaRDI QIDQ2992018FDOQ2992018

Authors: Long Yang 

Publication date: 10 August 2016

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zbMATH Keywords

Gerber-Shiu functionmulti-layer dividend strategydependence structuredefective renewal equationFarlie-Gumbel-Morgenstern copula

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cited In (4)

• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy
• The risk model with stochastic premiums, dependence and a threshold dividend strategy
• The Erlang(2) risk process with dependence under a multi-layer dividend strategy
• The compound Poisson risk model with dependence under a multi-layer dividend strategy

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