An integro-differential equation in compound Poisson risk model with variable threshold dividend payment strategy to shareholders and tail dependence between claims amounts and inter-claim time (Q6490084)
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scientific article; zbMATH DE number 7835813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integro-differential equation in compound Poisson risk model with variable threshold dividend payment strategy to shareholders and tail dependence between claims amounts and inter-claim time |
scientific article; zbMATH DE number 7835813 |
Statements
An integro-differential equation in compound Poisson risk model with variable threshold dividend payment strategy to shareholders and tail dependence between claims amounts and inter-claim time (English)
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22 April 2024
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Gerber-Shiu function
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copula
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integro-differential equation
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ruin probability
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