On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier (Q6570557)
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scientific article; zbMATH DE number 7879449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier |
scientific article; zbMATH DE number 7879449 |
Statements
On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier (English)
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10 July 2024
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compound Poisson risk model
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copula
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Farlie-Gumbel-Morgenstern copulas
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dividends
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ruin theory
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Gerber-Shiu discounted penalty function
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