Publication:3640578
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zbMath1199.91081MaRDI QIDQ3640578
Xuekun Li, Fengqing Hu, Chun-sheng Zhang
Publication date: 11 November 2009
integro-differential equation; compound Poisson model; expected discounted penalty function; multiple thresholds strategy
62P05: Applications of statistics to actuarial sciences and financial mathematics