The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
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Publication:3440846
DOI10.1080/03461230600589237zbMath1143.91032OpenAlexW2075921619MaRDI QIDQ3440846
Publication date: 29 May 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230600589237
integro-differential equationsdiffusion processcompound Poisson processGerber-Shiu functiondiscount dividend payments
Related Items (41)
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