Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend
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Publication:2166946
DOI10.1186/s13662-021-03378-wzbMath1494.91035OpenAlexW3164174139MaRDI QIDQ2166946
Peng Guo, Xinliang Yu, Guofeng Guan, Yujuan Huang, Qi Wang, Wenguang Yu
Publication date: 25 August 2022
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-021-03378-w
Laplace transformGerber-Shiu functioncompound Poisson risk modelcapital injectionexpected discounted dividend paymentsrandomized observationbarrier dividend strategyexpected discounted capital injection
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