On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365)

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On the compound Poisson risk model with dependence and a threshold dividend strategy
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    On the compound Poisson risk model with dependence and a threshold dividend strategy (English)
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    11 February 2014
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    compound Poisson risk model
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    Farlie-Gumbel-Morgenstern copula
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    Gerber-Shiu function
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    expected discounted dividend payments
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    threshold strategy
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    integro-differential equation
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