On a perturbed Sparre Andersen risk model with dividend barrier and dependence

DOI10.1016/j.jkss.2014.02.005zbMath1304.91139MaRDI QIDQ488607

Xiu Wu, Hu Yang, Zhimin Zhang

Publication date: 26 January 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2014.02.005

zbMATH Keywords

integral equation; dependence; Gerber-Shiu function; dividend barrier; dividend payments

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60J65: Brownian motion

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