scientific article; zbMATH DE number 6310666

MaRDI QIDQ5166008zbMATH OpenFDO

Authors Ying Xue, Peng Liu, Jiajia Wang

Publication date 30 June 2014

zbMATH Keywords

compound Poisson risk modeldual modelGerber-Shiu discounted penalty function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(3)

• Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure
• On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
• The G-S function of the dependent dual risk model with a constant dividend barrier

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