On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the compound Poisson risk model with dependence and a threshold dividend strategy |
scientific article |
Statements
On the compound Poisson risk model with dependence and a threshold dividend strategy (English)
0 references
11 February 2014
0 references
compound Poisson risk model
0 references
Farlie-Gumbel-Morgenstern copula
0 references
Gerber-Shiu function
0 references
expected discounted dividend payments
0 references
threshold strategy
0 references
integro-differential equation
0 references
0 references
0 references
0 references
