scientific article

zbMATH Open1199.62037MaRDI QIDQ3405339

Qingzhu Fan, Chuancun Yin

Publication date: 12 February 2010

Title of this publication is not available (Why is that?)

zbMATH Keywords

integro-differential equationcompound Poisson processdividendGerber-Shiu expected discounted penalty function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims

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