The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy
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Publication:900947
DOI10.1016/j.spl.2015.08.025zbMath1357.91020OpenAlexW1467348036MaRDI QIDQ900947
Jie Xiong, Shuaiqi Zhang, Xiang Dong Liu
Publication date: 23 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.08.025
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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The Gerber-Shiu discounted penalty function: a review from practical perspectives, On a discrete-time risk model with time-dependent claims and impulsive dividend payments
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