The compound Poisson risk model with dependence under a multi-layer dividend strategy

DOI10.1007/s11766-011-2279-4zbMath1240.91089MaRDI QIDQ655738

Hu Yang, Zhimin Zhang

Publication date: 27 January 2012

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-011-2279-4

zbMATH Keywords

integro-differential equation; heavy-tailed distribution; multi-layer dividend strategy; Gerber-Shiu discounted penalty function

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

Related Items

On a discrete-time risk model with general income and time-dependent claims

Cites Work

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