The G-S function of the dependent dual risk model with a constant dividend barrier

zbMATH Open1324.91020MaRDI QIDQ5260051FDOQ5260051

Authors: Ying Xue, Peng Liu 

Publication date: 29 June 2015

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• scientific article; zbMATH DE number 6310666

zbMATH Keywords

constant dividend barrierGerber-Shiu expected discounted penalty functiondual risk model with dependence

Mathematics Subject Classification ID

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

Cited In (4)

• The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier
• A constant dividend barrier in a risk model with Farlie-Gumbel-Morgenstern copula
• Title not available (Why is that?)
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula

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